About China Eastern Baggage claim in Kunming airport

I want to travel from Beijing to Dhaka, Bangladesh. I want to take the flight MU5720 from PKX to KMG. Then my next flight is MU2035 from KMG to DAC on the same day, just after the 2h20m transfer in KMG. Do I need to collect my baggage from KMG and again need boarding at KMG? or I just need to direct a shift to another MU2035 in KMG without baggage collection.