No. When you have a converting KW, you take that KW out of the Main campaign and put it into a new campaign labeled Search Terms. This is your campaign full of all your converting KWs. It is in that campaign that you create 3 versions of your converting KW (Broad/BMM, Phrase and Exact). Each new KW version will still have its own ad group! 1 KW, 1 ad group! That never changes, ever!