Here is all the related information about Microsoft 365 tenant-to-tenant migrations https://learn.microsoft.com/en-us/microsoft-365/enterprise/microsoft-365-tenant-to-tenant-migrations?view=o365-worldwide
If you only require doing a Cross-tenant mailbox migration, go here https://learn.microsoft.com/en-us/microsoft-365/enterprise/cross-tenant-mailbox-migration?view=o365-worldwide
If you require to do a Cross-tenant OneDrive migration, go here https://learn.microsoft.com/en-us/microsoft-365/enterprise/cross-tenant-onedrive-migration?view=o365-worldwide
If you require to migrate other MS 365 information, you will need a third-party tool.
Hope this helps!
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