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In the example above, there is a single PxrCookieLightFilter applied to a DiscLight, and a colored map is then added to the PxrCookieLightFilter to create a colored gobo effect.

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Begin by creating a lightfilterlibrary node 

Once created, dive inside the node and create a PxrCookieLightFilter - add in your gobo texture and adjust the filter properties accordingly. 

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The next step is to add the PxrCookeLightFilter into to the lightfilterlibrary list - You can do this by simply clicking the Auto-Fill Light Filters button.

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