I had trouble finding the answer to the same question about my 2012 Deluxe. I called two dealerships and they both said the cat was in the head pipe. When I replaced the mufflers I found that the cat was in the muffler; it was stamped on the bottom side of the muffler.
thanks guys, , now I,ll just have to spend some more on my girl
Lots of people with touring bikes cut the cats out of the head pipes and then weld it all back up. No money, just time. Never heard of this being done on a Softail. Mostly because adding a pair of slip ons is so easy. Still you could start a trend.