Separate SSHD Authpriv logs into /var/log/sshd, all other authpriv logging goes to messages

Right now, sshd is using the authpriv facility. The level of logging is fine, but I don't want it in the syslog, I want it to go to /var/log/sshd (which doesn't yet exist) on Red Hat Linux/Enterprise Linux. authpriv is configured to go to syslog by syslogd.conf. Do I need to change the facility on sshd to local2 (or any other unused local) for instance, and then direct local2 to /var/log/sshd or is there a better way?