It is usually written in the password data as a blob value. You can use DMS api to read or modify the value. It comes as part of SiteMinder SDK.
An example java code snippet,
import com.netegrity.sdk.dmsapi.*;
SmDmsUserPWState pwState = new SmDmsUserPWState();
user.getUserPWState(pwState);
System.out.println("Last Login Time"+pwState.getLastLoginTime());