Complaint Review: Cash Advance USA

I received a call from a guy at a call center  caller informed me  that I had taken out a loan and that I had not payed them and need to settle this matter or I was going to be taken to court. He descried himself to be some kind of an officer of the law with a badge # 1444. He informed me that I had recied a $400.00 cash loan and that it was deposited in to my bank account at that time I asked for paper work on this matter and he stated that this was a paperless transaction and there was no paper work that he could send to me. I had my computer open at the time and logged on to my  bank account to make sure this was not true and I told him that I was looking at the statement and  and all transactions for the past 3 months and there was no deposit for the amount he was saying, at that time he changed his voice from very aggressive to make sure you have a good attorney. I never applied for a loan form this company nor have I ever recied a loan from any of this cash advance places. Im interested  to learn how they have my information and my work phone # . They did call my office and I had to tell my boss that this was indeed a scam and not to take there calls .