Your sponsoring agency should be able to look up in JPAS where you are. If it is still with OPM it will say so.
Alternatively you can call OPM yourself using the FOIA hotline number: 724-794-5612 Ext. 7000. This is an automated system up until you talk to an operator who will ask you your DOB, social security and possibly other identifying information. You can verify the phone number via the OPM website to confirm.
A word of caution, the FOIA line can only tell you if the investigation is on going or if it is closed. Nothing more than that.