Complete scam.  I received the exact same call.  Never identified me by name, only says he's a private investigator and that my social, telephone and bank account numbesr were linked to an investigation.  When I called back they immediately asked me to verify my social.  When I declined, they hung up and told me they were going to "download" the necessary paperwork to my county's courthouse to have me arrested immediately.  That was 3 months ago, and as you can see I'm still free and have never been incarcerated or even approached by the police about this imaginary investigation.  It's a ploy to get your social and scam you into wiring money to them via Western Union.  I reported this number to the GA Attorney General's office.