Heat oven to 350°F. Grease bottom only of 13x9-inch pan with shortening. In small bowl with electric mixer, beat filling ingredients on medium speed until smooth; set aside.
In large bowl, stir brownie ingredients with spoon until well blended. Spread half of brownie batter in pan. Spoon filling mixture over brownie batter; gently spread to cover. Top with spoonfuls of remaining brownie batter. To marble, pull knife through batter in wide curves; turn pan and repeat.
Bake 26 to 30 minutes or until set. Cool 1 hour or until completely cooled. Refrigerate at least 1 hour or until set. With hot, wet knife, cut into bars. Store in refrigerator.