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After clicking 'My Assets', you'll see a window listing your assets. This window displays all the assets that are connected to your Atlassian user account in any way. Remember that the assets shown here are filtered based on your visibility settings, so you'll only see what you're authorized to access.
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To learn more about the 'My Assets' window and its features, such as filtering, sorting, and exporting, please visit the Jira App Documentation page.