You should come back and let us talk some about speeding up recorded macros by editing out the "selecting"...merging multiple lines of human activity recorded into one line of VBA command.
Meanwhile, take a look a this stock macro of mine. It does what you're doing. The specifications of the macro are:
1) Create a "list" in memory of all the unique values found in column A
2) Put that list into a VBA array
3) Going through the list one unique item at a time, use an AUTOFILTER on that data
4) If a matching sheetname does not exist already, create it
5) Copy the filtered data to the matching sheet
6) Give a report of how many rows of data were copied as compared to how many rows there are TO copy, they should match!
Since the macro brings over the headers from the original macro, too, we don't fiddle with that stuff.
This should give you some ideas you can apply, or you can just tweak it to filter your sheet as is:
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