Start by greasing a 9 x 13 in. baking pan, and preheat your oven to 350 degrees.
Mix together your pecans and coconuts. Cover the bottom of your baking pan with your pecan and coconut mixture.
Mix your cake batter as directed on the box, and pour over your pecans and coconut.
Next, in a large mixing bowl, mix together your cream cheese, powdered sugar, and oleo.
Beat with a hand mixer until smooth.
Spoon mixture over cake batter.
Use a knife to cut batter, giving the cream cheese and batter a marbleized look.
Bake for 45 minutes, and then let cool completely.
Serve and enjoy!