Moving multiple sub layers to the new layer group (as a sub layers)

I selected some objects on the scene (a big scene with thousands of objects). Those objects belong to multiple sub-sub-sub-layers (it`s not a simple object tree).

I would like to move those multiple sub sub sub-layers to my new layer as a sub-layer.
I would like to change the hierarchy of multiple layers in one movement.

In Modo, I drag one of the selected layer and drop to other layer and the rest follows but this won`t work with Rhino. How to do that in Rhino?