convert reference grid (layout view) to a shapefile

To generate a street index, we have a reference grid added to a layout data frame (used the grid wizard in 9.3.1) with row and column attributes (A-1, D-4 etc).
Attachment 33752
Now we need to create a shapefile of polygons having the same attributes (extent and table info) which we can use in Data View.

Any suggestions?
ArcGIS 10.2

Thanks

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