New GPO error for a group : Filtering: Denied (Security)

Hi,

I created a new User GPO linked to an OU.

In delegation I have Authenticated Users with read permission and a security group with apply group policy permission.

With a gpresult I have the result :

The following GPOs were not applied because they were filtered out

NAME_OF_THE_GPO
Filtering:  Denied (Security)

If I put a user member of the security group directly in delegation with apply group policy permission, it works well.

Any idea ?

Thank you for your support.