It is also possible to filter investigations from the Triage area. You only have to select All or Investigations in the Showing dropdown list next to the Filter button.
The filter parameters will be limited to the ones available for investigations. If you select to filter All (both alerts and investigations) you will find the filtered investigations at the bottom of the window, under the filtered alerts.
Note that you can also filter and triage investigations in the Investigations area of the application.