Denis Gobo points out a new feature in SQL Server 2017:
With the CTP2 build of SQL Server 2017, you now have the ability of doing a SELECT INTO operation into a specific filegroup.
The syntax looks like this
SELECT * INTO TableName ON FileGroup FROM SomeQueryWhat is the use of this you might ask? Well maybe you have some ad-hoc queries where you save some data but you don’t want it sitting on your expensive SAN. Or maybe you populate staging tables on the fly and you want it to end up on a specific SSD because you need the speed of the SSD disk for these operations.
This might also be helpful in migrating tables to different storage.