Preheat your oven to 350°F (175°C).
Grease a 9x13 inch baking pan.
Spread the crushed pecans and shredded coconut evenly across the bottom of the prepared pan.
In a large mixing bowl, combine the cake mix, water, vegetable oil, eggs, and vanilla extract, and mix until well blended.
Pour the cake batter over the pecan and coconut layer in the pan.
In another bowl, combine the softened cream cheese and powdered sugar until smooth, then dollop spoonfuls onto the cake batter.
Use a knife to swirl the cream cheese mixture gently into the batter, creating a marbled effect.
Bake in the preheated oven for 40-45 minutes or until a toothpick comes out clean. Allow to cool before serving.