After CU 11 you need to:
Go to Microsoft Dynamics GP > Tools > Setup > Company > Company.
Click on “Options” to open the “Company Setup Options” window 
There is a separate section for management reporter integration with Dynamics GP when the data mart provider is used. Make sure these are checked for that the data mart imports the company.
Note that you need to enable Change Tracking for all DBs and the Dynamics DB as well.