Incorrect.
On Thursday, June 18th, investigators did a trace of the handgun used in Wednesday's shooting and determined that it was a .45-caliber handgun Roof purchased from a Charleston gun store in April, two law enforcement officials told CNN's Perez and Bruer.
Roof purchased a Glock .45-caliber model 41, which holds 13 rounds, a federal law enforcement source with knowledge of the investigation said. Witnesses have reported that Roof reloaded a number of times.
Aside from being bat**** crazy, Roof did have a felony drug arrest, so it seems background checks are working as well as everything else in the Obama administration.