Collections lost when moving to new Kindle Paperwhite?

Bought a new Paperwhite on Prime Day. Saved a copy of my documents folder from the old Kindle (same hardware), copied it to the new one. All looks well, aside from some settings I had to re-do. Well, and one other little thing. None of my Collections are on the new Kindle.

Is there a file somewhere I can copy from the old to the new Kindle to get them back? Or is this only possible on a jailbroken Kindle? I'd rather not go to that extreme.

Thanks!