The CDBACICS Library goes in the DFHRPL.
Note the following from Installation Guide manual in 'Sensitive Utilities and Programs' section.
Contains CA Report Facility load modules. You must place the PIEFILM module in
the STEPLIB of the CICS region for CA Report Facility for CICS. This STEPLIB must
Either the CDBALOAD Library or the CDBACICS Library can be included in STEPLIB because the PIEFILM module is the same in both CDBALOAD and CDBACICS Libraries. PIEFILM is the I/O subtask module and is not CICS specific for processing. It is the same in all of the CA Report Facility environments.