To support MFA you have to apply on top of TSS r16.0 the following PTFs:
RO92854 and all their prerequisites.
You have to install a new component MFA, fmid is CFF7200. Known as "CA Mainframe Advanced Authentication Version 2.0"
It is downloadable from our support online web site.
Login onto it --> click on "Download Product", choose "CA Top Secret Security For z/OS - MVS" and release "16.0", click on the blue square button [GO].
You should get a list of products, scroll down and choose "Advanced Authentication Mainframe - Version 2.0", click on the "Download" blue link.
You will receive a mail to download this component.