HEAT oven to 350 degrees F. Spray a 13x9-inch baking pan with no-stick cooking spray. Combine brownie mix, oil, water and 2 eggs in large bowl; stir 50 strokes with spoon. Stir in nuts, if desired. Spread into prepared pan. Bake 20 minutes.
BEAT cream cheese until fluffy in large bowl. Gradually beat in sweetened condensed milk. Mix in remaining 2 eggs, lemon juice and vanilla until smooth. Pour evenly over warm brownie.
STIR jam until smooth. Drop by teaspoonfuls over surface of filling. With a knife, swirl jam gently through filling to create marble effect. Bake additional 35 to 40 minutes or until top is lightly browned. Cool 1 hour. Loosely cover and chill in refrigerator for 2 hours or more. Cut into bars.