I really doubt SiteMinder Trust Association Interceptor (TAI) in Agent for WebSphere 12.0 SP02 can support impersonation.
I have never heard people requesting it or actually using TAI successfully with impersonation.
With normal TAI, the user id in the transaction has to be mapped to WebSphere side identity, which is already complicated.
For impersonation to work, there has to be a list of configurable items on application domain side and sequence of events, this is not simple to implement I imagine.
If you really want it, I would suggest open a new idea (instead of discussion) in this community, then let CA product management to comment further on it.
Thanks,
Hongxu