Hi, honey. The best thing to do is to just tell the truth. Always will be. Just go up to him and say, "Dad, I am so sorry, but I can't find my phone. I think I've lost it and I don't know what to do." It'll work out okay, sweetie, especially when he knows you've told him the truth.
Just be honest with your Dad, he may have second thoughts on you owning a phone now, he will most likely understand you but it may take him a while for him to believe that you are responsible enough for a phone again, good luck :)