I just did the same thing! I asked him how many computers he got to hack in to and steal account information and he said "Go [***] yourself [***]" and hung up. I'm still laughing.
If you do have a computer these guys will try to trick you into giving them full access to your computer. This poses a national security threat and I reported it to the FTC but under a different number. You should report this to the FTC. They will in turn direct it to the NSA, CIA and homeland security.
Got a call today 1/11/16 from this number. My caller ID has a name associated with this number - Larie Smith.....I did not pick up and no voicemail....I am sure another scam of some type.