Sorry for this, may be this is very basic question, I have multiple small texture with different size and co-ordinate, and i want apply some transition on this. So i need to combine all this textures in a large texture to make one one single texture of screen size. 
Sorry for this, may be this is very basic question, I have multiple small
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I’d say if you don’t need this done real-time (i.e. the source textures don’t change), then just do it in your favourite graphics editor (e.g. mspaint!).
If you do want to do this in-game, then see this question: Render buffer to texture2D object in XNA