When creating two SAS data sets with a DATA step, you should name both data sets in the DATA statement.
This tells SAS to create two separate data sets from the same DATA step. Using an OUT= option in the WHERE statement or a PUT statement are not correct methods for creating data sets. A SET statement is used to read data into the DATA step, not to create output data sets.
References:
* SAS documentation on the DATA step for creating multiple data sets.