Harrassing Phone Call

I received a phone call at work stating that I had one hour to pay 786.00 for a online loan I took out last year. I had never heard of this company, never had a online loan, He told me I had crimes against my social security number, and was ablke to give it to me, could not tell me the company I supposably had gotten the loan from or the amount or anything. I decided to look up the name he gave me as the mother company and found this web site. How can I report them to the feds? Officer Mark Anderson and a Mike Davis is who I was talking too.