Be sure you have applied the JCE patches on the Java JDK as per the CA Access Gateway requirements :
R12.7 Install CA Access Gateway - Verify Prerequisites
Run smreghost command as per the following sample :
/opt/CA/secure-proxy/agentframework/bin/smreghost -i 192.168.1.1 -u siteminder -p password -hc sps -hn sps
Change the IP address for your Policy Server, the password for the siteminder user accordingly, and set the hc (HCO) and hn (TrustedHost) value to suit your deployment.
When done, you should see in the folder you have ran this command a new file created: SmHost.conf. Move this SmHost.conf file to your /secure-proxy/proxy-engine/conf/defaultagent folder.
Then, you have to stop and start CA Access Gateway as follows: