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To make an object as a holdout, simply check  Holdout in the geometry's RenderMan | Trace Tab or use the Shelf Button.

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• occluded, unoccluded, shadow AOVs should be added to display, these require the corresponding LPE. Below are three color LPE preceded by their name.
  

  shadow
occluded  l pe:holdouts;C[DS]+[LO]
unoccluded  lpe:holdouts;unoccluded;C[DS]+[LO]





• PxrShadowDisplayFilter vop must be created and added to ROP as display filter (in Advanced Tab)

  
• The AOV parameters on the display filter should reference the AOV names created above

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To preview this effect while interactively rendering, you could make use of an additional display filter after the shadow display filter:  PxrImageDisplayFilter