You can edit any of your lists or add new lists by selecting Manage Smart Lists
After selecting Manage Smart Lists a pop-up will appear allowing you to add and edit your lists.
New Lists can be added via the + icon and exiting lists can be edited by following the pencil icon adjacent to the list you're looking to edit.
Creating a new or editing an existing Smart List will then take you to the lead filter where you're able to update the filter criteria and save your changes.
Selecting save will then trigger a final pop-up window that consists of an input field for the smart list’s name and a color picker.