Pour in the chicken broth, orange juice, lime juice, and bay leaf and stir. Add the orange halves. Bring to a boil then cover and reduce heat to medium-low. Simmer 3 hours.
When the pork is done cooking, transfer to a foil-lined baking sheet and shred. Pour 1/4 cup of the cooking liquid over the pork and broil for 5 to 7 minutes.