Please enhance Socket Filter Agent to support Windows Server 2016.
Below is the CA PAM Platform Support Matrix (update on 16-May-2018).
Windows Server 2016 is still not on the support list of CA PAM Socket Filter Agent.
Socket Filter Agent is supported on Windows 2016
New Features and Enhancements in 3.1.1 - CA Privileged Access Manager - 3.2 - CA Technologies Documentation