Accused Immediately Of not paying back a loan.

I recieved a message on my cell phone, and at my work phone number. The message that was left was from a person stating his name was I believe a Mr. Cooper??? The message was very distorted and hard to hear, from a phone# 916-282-3130, which is listed as a cell phone or unpublished# in Sacramento,CA. When I called back and asked for Mr. Cooper, a person with a foreign accent, begin to accuse me of not paying back a $300 loan. When I asked him for details on when I got the loan, and that I need him to email me the proof that I did get a loan.  His comment was that he represents Cash Advance America, and I would only get information by UPS after I payoff the loan that I got. I pressed him for more details, and he stated that his company represents over 85 different lenders, and that unless I pay the loan today, he would send and attorney and the sheriff to my job tomorrow. I again asked him to email me the details on the loan that I took out, and I would take a look.  He then became more angry and stated you will need to apy the loan, or I will go the legal route.  I then let him know that I will not pay anything until he shows me the details.  he then abruptly ended the convesation by stating that I will hear from the attorney and the police at my job tomorrow. He then hung-up.  This is very disturbing that this type of person has some of my personal information. This needs to be investigated. I almost certain that when you call 916-282-3130, it will probably not be working anymore.