Multiple selection column and Key Filter

I am trying to figure out if SharePoint will allow you to filter based off a multiple selection field.

I have a choice column that is called Contract Number that has multiple contract numbers. I assign a document with multiple contract numbers.  What I want to occur is when using the key filter to be able to filter by each contract number.

Here is the document library that shows the document with multiple contract numbers: 16CN-0011, 16CN-0015, 16CN-0017, 16CN-0032

When Attempting to filer on any one of those contract numbers the document does not show up in the filter. 

I understand it is doing what it supposed to do, looking for a one to one relationship with the contract number column but, is there any way to get this to work? To filter if the contract number is included in the contract number column.

Thank you,

Ruben Estrada