In Federation, you are getting authenticated at the IDP side by protecting the authentication URL and then you are redirected to the SMPORTALURL page.
This page is build in the redirect.jsp and depending on the PROTOCOL (SAML 1.x or SAML 2.0)
In case of SAML 1.x, the SMPORTALURL is constructed based on the "Authentication URL" setting.
So if your authentication URL is: https://server1.ca.com:8886/siteminderagent/redirectjsp/redirect.jsp theSMPORTALURL is referring to https://server1.ca.com:8886
In case of SAML 2.0, the SMPORTALURL is constructed based on the SAML2SSO service URL.
So if the federation was initiated at https://server2.ca.com:8884/affwebservices/public/saml2soo the SMPORTALURL isreferring to https://server2.ca.com:8884