How does mutt record messages' status?

[Haizi Zheng <haizi_zh@xxxxxxxxxxxx>]

I'm wondering about how does mutt record the statuses
of the messages, such as 'read or not', 'important or
not', 'whether a new message', etc.

I've checked the mbox file, and find no information in
it, so I think mutt has kept them in another file.

Who can tell me the mechanism mutt used to store the 
messages' status information?

Thanks!