To integrate Centrify with ArcGIS Portal, we not only need config ArcGIS Portal, but also need config the attribute mapping in Centrify. If you want your Portal Group could integrate with SAML group, you have to pass the group attribute from Centrify response. The important mapping as below.
Once you have the above attribute mapping, you could check the response which would similar as below.
Once your ArcGIS Group integrates with the SAML group, you could find the SAML group from “My group” if you are a member of it.
If you want to get more attribute from Centrify, please refer to