Import DXF to make Assemby

Hi all,

I hope I word this correctly but, I am looking for a macro that will allow me to import a DXF and use a stack up to define different layers within the drawing. Currently I have to use a 3rd party's software to convert models into a usable form for Solidworks so cutting out this middle step would save me a very sizable chunk of time.

Thanks.

SolidworksImport export