Am I a victim of Identity theft?

so I know it has already been posted a couple times about the scam where people are receiving calls saying that they defaulted on a payday loan and if we don't pay right now they will be charging us with federal felonies.... Well I too got one of those calls about 10 minutes before my 6 year old sons birthday party started. It has been a little while since I have been on the forums so I was not aware of this particular scam. The men that I could barley understand gave me my full name, social security number, birthday, address, phone number, bank name and routing #. He then did what seems to be the common threat of telling me if I didn't settle with his client that they were pursing federal check fraud charges, theft by deception and another one I didn't understand. So... from what I am reading all over the web, this is identity theft? I have already talked with the Utah Attorney Generals Office and they told me to just handle it on their website. The thing is I dont want to file a false report and from what I can see nothing has actually been charged under my name. Does anyone have any advice/clarification for me on if this is actually identity theft or not? I would really appreciate any help you could offer.