Preheat your oven to 350 degrees.
Spray a 9x13 inch pan with non-stick spray and set aside. You can also use parchment paper.
In a large mixing bowl, combine the brownie mix, 2 eggs, oil, and water.
Using a hand mixer, mix to combine following the box directions.
Pour the batter into the prepared 9x13 inch pan. Set aside.
In another large mixing bowl, cream together cream cheese and sugar, until light and fluffy.
Add other egg and vanilla, mixing well to incorporate.
Add 9-10 drops of orange gel food coloring mixing until color is even throughout the batter.
If darker orange color is desired, add more food coloring.
Drop the orange cheesecake mixture by spoonfuls over the brownie batter.
Use a toothpick or skewer to swirl the brownie batter and orange cheesecake mixture together.
Bake in a 350º oven for 50-55 minutes or until a toothpick inserted in the center comes out clean.
Allow the brownies to cool before serving.