Preheat oven to 350° F. Grease and flour a 13 x 9" pan.
In a large bowl, mix cake mix, eggs, applesauce and oranges with juice. Beat until smooth, about 2 minutes. Pour into prepared pan.
Bake in preheated oven for 35 to 40 minutes or until a toothpick inserted in the center of the cake comes out clean.
Cool completely.
To make filling: Drain at least 1/4 cup pineapple juice. Mix the dry pudding mixture well with the pineapple and let stand for a few minutes. If you wish to add some of the reserved juice, you can, just be careful not to add too much or the icing will be too runny. Stir in the whipped topping until incorporated. Spread over top of cake and refrigerate until serving.
Excellent made one day ahead - cake is best when cold. Sweet toasted coconut would be a great addition to the filling, if you wish.
