Which Security Group MS Project Server will delete if we change the permission from SharePoint to Project Server Permission?

I have installed MS Project server 2013 and Integrated it with MS SharePoint 2013

and I created a Project Web App with SharePoint permission mode.

Now I want to Change from SharePoint Permission Mode to Project Server Permission Mode

In Microsoft Site it said that if you change from SharePoint Permission Mode to Project Server Permission Mode it will delete all security groups.

I did not understand it would it delete all security groups related to this Project web App I created or it will delete other sites collections security group also.