This letter investigates a secure MIMO system, in which a full-duplex receiver (Bob) assigns part of his antennas to emit jamming signals to confound the passive eavesdropper (Eve). Unlike previous antenna assignment schemes based on the idealized assumption that the self-interference (SI) can be canceled perfectly, we consider and quantify the contradicting effects of jamming signals acting as SI signals for Bob and confusing signals for Eve, and then formulate the antenna assignment optimization as an integer programming problem. By balancing the contradicting effects, we derive a closed-form solution and further reveal the general design guidelines, i.e., the feasibility and optimality conditions, for the considered system. Numerical results verify our theoretical analysis and demonstrate the superior performance of the proposed scheme.