Step 1 - Go to the Attendees page and click on the All Attendees drop down menu

Step 2 - Click on Create New Filter

Step 3 - Fill in the name of the segment, set the attendees to match 'all' of the following, and click on 'Add condition' to set a new filter rule
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If you want all the attendees excluding the hosts, select Has Tag + is not + Host as below, and if you want to see if they have received a particular email or not, select Received email + is or is not + <email name>

4. Once done click Save Filter and the new filter will be in the drop down menu

💡Tip: If you like to send an email to a certain segment, go to Emails and you will also find your segments there.