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Use the great and admirable tool called MBOX to PST Conversion Tool to convert all the MBOX data into single or separate PST. The utility is compatible with all MS Outlook editions 2019, 2016, 2013, 2010, 2007, etc. and supportive of all Windows versions such as 10, 8.1,8, 7, XP, etc. you can download demo version which converts few items from each folder.