Auto Loan Network Scam? Ploy to obtain personal info? Los Angeles California

I am receiving various calls from "Auto Finance Network", and why?  I did not apply for any loan whatsoever.  When I try to question the caller, he hangs up the phone or cuts me off.  My concern is that either (1) they may have my pesonal information which they obtained illegally, or (2) they want to get the information.  What if they already have my personal information. What are my options?  I am caling the local State Police Detective to at least report these calls today because, indeed, I am worried.  

Does anyone else know anything about calls from Auto Finance Network; and, if so, please share experiences and results.  What can we do?  If this is going to result in stolen identity, we need to know where to turn.  Thank you.