NOTE: This is mac only.
- Go to Finder.
- Press CMD+SHIFT+G.
- Type ~/Library/Application Scripts/com.apple.mail.
- Open saveByRule.scptand changetheFolderto where you'd like emails to be saved.
- Copy and Paste saveByRule.scptinto~/Library/Application Scripts/com.apple.mail.
- Go to Mail>Preferences>Rules>Add Rule.