Getting Photoshop layers into an illustrator document without getting a white square behind it

Is there a trick to drag or paste photoshop layers into an illustrator document without

 

if you place with out link option

you can embed the file, in that way you can select the option to convert layers to objects

BUT!!!! if you want to drag and drop a PSD file into AI and keep the alpha chanel
you can drag and drop from the name of the document (the thumbnail next to the name) or from the desktop as well, and next you can embed getting a white square behind it? (i/o save – import, or place file)