Can proxies be created in library storage location while NOT copying original files?

Hello!

From the import dialogue, if I choose "Create Proxy Media" and "Leave Files In Place", will the proxies be placed in the same folder as the original media, or will the proxies go to the library storage location?

What I want is to leave the original media in place and create the proxies in the library storage location. How can I achieve this?

Thanks!