Excel macro to filter a column and save filtered data to a new Excel file for each unique value

filter_and_save_to_new_workbook.bas

Option Explicit

Sub filter()
Application.ScreenUpdating = False
Dim x As Range
Dim rng As Range
Dim rng1 As Range
Dim last As Long
Dim sht As String
Dim newBook As Excel.Workbook
Dim Workbk As Excel.Workbook

'specify sheet name in which the data is stored
sht = "download_stat_20210218"

'workbook where VBA code resides
Set Workbk = ThisWorkbook

'change filter column in the following code currently pointing at column J
last = Workbk.Sheets(sht).Cells(Rows.Count, "J").End(xlUp).Row

With Workbk.Sheets(sht)
Set rng = .Range("A1:J" & last)
End With

Workbk.Sheets(sht).Range("J1:J" & last).AdvancedFilter Action:=xlFilterCopy, CopyToRange:=Range("AA1"), Unique:=True

'loop through unique values in column
For Each x In Workbk.Sheets(sht).Range([AA2], Cells(Rows.Count, "AA").End(xlUp))

With rng
.AutoFilter
.AutoFilter Field:=10, Criteria1:=x.Value
.SpecialCells(xlCellTypeVisible).Copy

'add new workbook in loop
Set newBook = Workbooks.Add(xlWBATWorksheet)

newBook.Sheets.Add(After:=Sheets(Sheets.Count)).Name = x.Value
newBook.Activate
ActiveSheet.Paste
End With

'save new workbook
newBook.SaveAs "download_stat_MPI" & x.Value & ".xlsx"

'close workbook
newBook.Close SaveChanges:=False

Next x

'turn off filter
Workbk.Sheets(sht).AutoFilterMode = False

With Application
.CutCopyMode = False
.ScreenUpdating = True
End With

End Sub