Based on what your code  is doing, you don't need to use VBA. Put the following
formula in cell A5 on the "raw data" sheet and copy it down through row 2000:

=VLOOKUP(B5,BU!$A$2:$A$10,1,FALSE)

If the value in column B is found in the range on the BU sheet, that value
will be returned in column 1 by the Vlookup function. If not found, #N/A is
returned. Convert A5:A2000 to values, then Replace all #N/A with nothing.