Paragraph text won't export to CGM - what am I doing wrong?

Hi, 

I'm working in Designer 2020, marking up some graphics (JPEGs/PNGs) ad wanting to export to CGM. The graphics show parts that I've put callouts on. I've created a legend in paragraph text to describe the callouts. 

My problem is that when I export to CGM, the graphic and the callouts come over but the paragraph text doesn't. I'm exporting to the S1000D Iss 5 profile.

What am I doing wrong? Do I need the paragraph text to something else?

Advice appreciated.

Carl