Incorrect data with DTP and Filter option

Hy, i have a serious problem and you could help me.

I have two infocube for actual and history data. The first infoprovider (actual) contain data of different company code: A,B e C and i create a infocube to contain history data of one company code ( c.c. A ). After i create a DTP and trasformation between these infoproviders and, in DTP, i have setting the filter for companycode A on Execute tab. Then i try to load data by excute DTP but the problem is that in the history infocube i not find all record of company code A that i have extract from actual infocube.

Thank's a lot.

Andrea