Yes, they are investigating his claims to see if there is a problem. This wasnt prompted for no reason. Anyone paying attention to Musk's twitter related to TSLA's stock action can clearly see that he uses the platform to pump his stocks value. Exaggerating guidance is a tough behavior to prove as securities fraud, but his most recent action of claiming he had secured funds for a buyout is very much securities fraud if he cannot prove this was the case when he made the claim. So far it looks like someone trying to cover his tracks after making a mistake, not like someone who actually has secured funding. These types of transactions are released via regulatory filings and official statements outlining the interested party. This is highly irregular and suspicious, well warranting an investigation.