If I understand you correctly, you have an NSArray (you didn't say of what, so I'll assume NSDictionary) of Atom feed items, each of which has a category. What you want is a structure that groups the items by category into NSArrays.
The appropriate data structure, in my opinion, is an NSDictionary that maps categories onto arrays of items. Here's how I would do it:
NSMutableDictionary *itemsByCategory = [NSMutableDictionary dictionary];
for (NSDictionary *item in allItems) {
    NSString *category = [item objectForKey:@"category"];
    NSMutableArray *categoryItems = [itemsByCategory objectForKey:category]; // You'll probably want to do some checking in case there is no category.
    if (!categoryItems) {
        categoryItems = [NSMutableArray array];
        [itemsByCategory setObject:categoryItems forKey:category];
    }
    [categoryItems addObject:item];
}