The threaded rod and coupling may need a hole for the wires to pass through. Remove the coupling and rod from the light fixture; do not move the coupler up the threaded rod. The coupler's location will serve as a reference for the hole.

Make a hole with the drill; if the size of the whole needed is unknown, a stepped drill bit is useful. Do not apply too much pressure as the metal is likely soft.

Watch for metal shavings