How to keep the bookmarks when combining PDF files?

Hello,

I have a document which is composed by more than 500 PDF files.

When I open any of the files, I have access to the bookmarks of the whole document.

So when I click on one bookmark, the right paragraph in the right file is displayed.

For convenient reasons, I want to combine all the PDF files in one big file with Acrobat.

Unfortunately when I do that, I loose all the bookmarks.

However, because I selected the creation of bookmarks, I have a bookmark for each file.

But I don't want that, I want to keep all the bookmarks in order to navigate in all the document.

I tried without to select the bookmarks creation but I have no bookmarks at all.

How to keep all the bookmarks?

Thanks for your help.