How do I find out if there is a federal investigation currently going on about me?

Was the victim of severe ID theft last year but nothing much has happened in the last six months or so. Last few days, when I haven't been home, I return to several hang-up calls and blinking messages with just hang-up noise. When I go through my caller ID, it says "FBI, and the person's name. This person has called about six times now and twice I haven't answered the phone and all other times I haven't been home. he does not leave a message which worries me. How do I find out discreetly if there is an ongoing federal investigation going on about me or in my name. I checked the Court system and there are no warrants for my arrest and I haven't done anything but I cannot figure out why this FBI agent is calling me and then not leaving me a message.