For creating a list of contacts using the advanced search filters, follow these steps:

1. Click the CRM button of the left sidebar.

2. Click the Advanced  Search button and set the filtration criteria.

Note: Learn more about how to filter contacts with advanced search.
4. Click the Create A List With This Filter Settings button when you're done.

5. In the newly opened window set the name for the new list and click the Create button.

6. Your new contact list is already there! You may find it among your created lists.

Note: In case you add a new contact to the CRM that matches this criteria it will be automatically added to this list.