Problem With Mail Changing My Smart Mailbox Rule

I have a Smart Mailbox that I previously set up to show messages in the inbox from one of my privately hosted email accounts and my iCloud account (to which I basically re-route all my mail from my various Gmail addresses).

I had no issue until I upgraded to El Capitan, and now this Smart Mailbox is refusing to accept my iCloud account's inbox as a rule. It works with every other account except for the iCloud one, which when I select it as a rule and save it, Mail somehow changes the rule to one of my other accounts.

Any ideas on why this might be happening and what I can do to fix it?

Thanks.