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How to put CMS collections into subfolders

If I understand correctly, when a new collection is created, I need to define a slug, which is also the folder/URL where the collection items will be in. However, I want my collection folder to be WITHIN ANOTHER FOLDER. Is this possible?

For example, my collection URL is currently www.mysite.com/mycollection. However, I would like it to be www.mysite.com/SUBFOLDER/mycollection

Is this possible?

As far as i know that is not possoble with CMS Collection pages