Preheat oven to 350°F and grease a 9×13-inch pan.
Combine cake mix, milk, oil, and eggs until smooth.
Beat cream cheese, butter, peanut butter, and sugar.
Pour batter, add candies, spoon filling, top with remaining pieces.
Bake 45–50 minutes, edges set, center gooey.
Rest 30 minutes before serving.
