US Fast Cash Threatning Phone Calls , Internet

I have been receiving calls from someone called Officier Mike from the Department of Investigation.
He has a thick Indian ancient.  They have been leaving messages on my phone for months.
I know it has to be a scam so I never returned their calls. On March 13 he called and I answered and planned to play along to find out what his scam was. He said he was from US Fast Cash and he was based in Seattle, Washington. He has a very thick Indian ancient. When I questioned where he was from he told me he was American. He said I owed his company for an internet loan. I asked for the date and the amount and he would not give me  any info.  He knew my SS number but he did not know my address. He told me he was going to come and arrest me for fraud.  I laughed at home and he became very angry. He told me to hold on and talk to his supervisor. His supervisor has a thicker ancient than the first man did. When I told him to slow down and speak clearly he became very angry. He wanted me to send him money (300.)) and he would close my case. I told him I had to have proof of the loan.  He could not provide a date, the amount, or any info. When I told him I was going to call the FBI and report the scam he told me I WILL KILL YOU; I WILL COME TO YOUR HOME AND SHOOT YOU, then he hung up. Don"t give this guys any money; they are scammers....