You would first have to know who is investigating you. You should not make any statements. You should discuss your general sense if what the investigation is for with an attorney.
DISCLAIMER: This information is intended for public and educational use only, it does not form an attorney-client relationship and it is not intended as legal advice. Nothing replaces a confidential consultation with an attorney. This communication may be considered attorney advertising. Do not post any privileged information, instead contact an attorney directly.
I would consider calling the local police if you believe someone has broken into your home.
You might also consider contacting and retaining a criminal defense attorney to help advise you.
Coordinating of your experienced criminal defense lawyer and his/her investigators is a good first step. Caution should be the watchword.
Please do NOT use this answer/response to say or do anything regarding your situation. This answer/response is based on the information provided in the question asked and requires a much more complete context than is available in this public forum. BEFORE you say or do anything consult with an experienced Federal and/or state criminal defense attorney in your jurisdiction who will listen to you and your concerns.