Complaint Review: Second Chance Finacial

I have received numerous calls from a company stating they have my social security number and address and that I owe them for a loan. First of all I never applied for a loan and secondly I have not received any money from unknown sources. When I called the number back the girl said she was only the switchboard. I asked for the companies name and she said "I am only the switchboard". She could not even tell me the name of the company. Then an igornant woman got on the phone and started threatening me stating they are gonna garnish wages since they have my social security number. I asked how come I have NEVER received anything in the mail and she stated I have. Well that is another lie. 

I am filing a police report today for harassment and identity theft. If they have my information then must of stole it and then used my info to take a loan out for them selves.