Will updating OS to 10.10.5 cause issues with Parallels 11

I just installed Parallels 11 and Windows 7 Home Premium on my brand new MacBook Pro running OS 10.10.4 Yosemite. There is a security upgrade available for the Mac OS an I have concerns that it might cause problems with Parallels 11. I read somewhere that upgrading in Mac can be an issue.
I think this only applies to major upgrades like to El Capitan from Yosemite, but I'm not sure and afraid to do the update until I get an answer from someone who knows. Help.