Find specific value from one document and copy it to another document

Hi,
I am trying to find specific value from a specific column, and then copy the row with that value to another file. I have huge database that i want to filter in excel with VBA. So basically I want to split the file into different files, based on the specific values from specific column from the big file. For example:

big_file.xls:
NAME SURNAME GROUP
Josh Joshy AB
Nick Nickey AB
John Johney BC
Mark Markey CD

RESULT:
find the group: AB, BC and CD and copy the rows into those files:

AB.xls:
NAME SURNAME GROUP
Josh Joshy AB
Nick Nickey AB

BC.xls
NAME SURNAME GROUP
John Johney BC

CD.xls
NAME SURNAME GROUP
Mark Markey CD

Thanks for your help.