Device Compliance Report

I'm trying to test some new device policies I'm pushing out, but I need to check if the policy has been applied to the device.

I thought I would check the Device Compliance Report but I can't find it. It's not listed under reports in the 'Security & Compliance' center. I don't seem to be able to view any DLP reports.

The new MDM management in the Azure admin center doesn't show which policy is applied.