Create Virtual Machine using VHDX on network drive, without copying it to local drive?

I have a 100GB VHDX file on a network drive I want to create a Virtual Machine of. But I don't have 100GB space available on my local harddrive.

When I try to create a machine from that file, It seems it starts to copy it to my local drive.

Are there no way I can just have Windows leave the file where it is, and use it from the network drive? I am aware of the performance issues, but slow harddrive I/O is not a problem in my case.