Preparation
Create OU for RDS Server in Active Directory. Create security group for users who will use Remote Desktop Host (i.e. RDS Users). Create GPO (i.e. RDS Server Lock Down). In Security Filtering delete Authenticated Users, add RDS Server Computer Account, and the security group created in previous step.
Filter using security groups . . . → Read More: Lock Down Remote Desktop Services Server 2012 / RDS 2012 R2