Auto forwarded emails from secondary accounts to primary account will not sort into designated folders?

I have 3 hotmail accounts which were all linked together but yesterday that feature is no longer available.  To continue to access these accounts I have set up automatic forwarding from my secondary accounts to my primary account. To prevent the automatically forwarded emails from being sent to my primary account's inbox I have set up a rule for sorting new messages so that mail received from my secondary email addresses is automatically moved to a folder in my primary account. Although I have designated a folder for messages from each email address the new mail hasn't  been moved to these folders and is just sent to the inbox so all the emails are mixed together. Please can you provide a solution to this issue so I can forward mail from secondary accounts directly in to a folder within my primary account?

Thanks,
Lunar_21