Sub Demo()
Application.ScreenUpdating = False
Dim Rng As Range, FtNt As Footnote
With ActiveDocument.Range
  With .Find
    .ClearFormatting
    .Replacement.ClearFormatting
    .Text = ""
    .Replacement.Text = ""
    .Forward = True
    .Format = True
    .Font.ColorIndex = wdGreen
    .Wrap = wdFindStop
    .MatchWildcards = True
    .Execute
  End With
  Do While .Find.Found
    Set Rng = .Duplicate
    .Collapse wdCollapseStart
    Set FtNt = .Footnotes.Add(.Duplicate)
    Rng.Start = FtNt.Reference.End
    FtNt.Range.FormattedText = Rng.FormattedText
    Rng.Delete
    If .End = ActiveDocument.Range.End Then Exit Sub
    .Collapse wdCollapseEnd
    .Find.Execute
  Loop
End With
Application.ScreenUpdating = True
End Sub