Simple answer: We don't know
We know she had one. We see her carrying and using it in this scene
But in every modern scene she never carries one, largely because she doesn't need one. Note that she defeats Sui-Feng, who is wielding her shikai, using only hakido, and that appears to be her weapon of choice. Since she originally appears as a cat, it's unlikely she carries it with her. There's a couple of explanations that could fit, based on what we know
- Uruhara has it. Since she rescued him from being imprisoned (thus turning her into an exile), if she kept it, Uruhara's shop would be the safest place to store it.
- It's still at the Shihōin residence. Since we don't see her carry it as a captain, she probably kept it with her other ceremonial things. Being a noble family, it's unlikely it would have been seized.