Your issue looks familiar to me.  Maybe you need the following security setup 
and permissions:

BBG.AUTHMOD.BBGZSAFM

BBG.AUTHMOD.BBGZSAFM.SAFCRED

Give your z/OS MF server user id (Or group id) READ access to those profiles.

If your contact can, look at case TS016443932.  I went through this process 
less than a month ago.

Hope this information helps.

Matthew

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