Drop Down List Not Picking Up All Column Data

I know this is probably a really elementary question and issue, but I cannot figure out why a drop down list from a column is not giving me all the data to choose from.

I have a list of 3012 unique customers in a column. The drop down menu to pick data in that column only goes up to customer starting with the letter P. The range is set to include all the data, but the dropdown is not picking it all up.

If I change the list to "sort descending", then it shows customers starting with Z to P. When I choose to look at (All) in the list it goes back to only see A-P. This is really stupid and frustrating that I cannot figure it out.

Someone please help with a simple answer!

If you have the option to upgrade to Excel 2007, that supports 10,000 choices in the autofilter dropdown.

The auto filter may not have that capability, but would it be possible for you to use the data validation instead? I think it is capable of that many options.