Heat oven to 180 C / Gas 4. Grease bottom of a 20x30cm baking tin.
In a small bowl, blend the cream cheese, peanut butter, caster sugar and 1 egg. Beat at medium speed until smooth. Stir in peanuts and set aside.
In a large bowl combine the brownie mix, water, oil and 2 eggs. Beat for fifty strokes with a wooden spoon.
Spread half of the batter into the prepared tin. Drop tablespoons of the cream cheese mixture over brownie batter. Spoon remaining batter over cream cheese mixture. Pull a knife through the batter in wide curves, turn tin and repeat for a marbled effect.
Bake in preheated oven for 30 minutes. Cool completely and cut into bars. Store tightly covered in the refrigerator.