Experimente:
Sub KaptureData()
Dim K As Long, i As Long
K = 1
For i = 1 To Cells(Rows.Count, "A").End(xlUp).Row
If Mid(Cells(i, 1).Text, 2, 1) = "Z" Then
Cells(K, "K").Value = Split(Cells(i, 1).Text, ".")(0)
K = K + 1
End If
Next i
End Sub