Same person did this to me and the same number. Yes he sounds Indian. He said the same thing and then threatened my life after he admitted that he is not FBI agent at the IRS. He described my pictures on facebook and told my house address.
If it would make you feel any safer, maybe call the police, however, it's doubtful to do any good since this appears to be a foreigner. If you're answering unknown numbers, especially manually, be prepared to hear ANYTHING. That includes threats of death, terrorism, and bodily harm. They often get hostile if they know you're not buying it, or not scared. NOW, how this crook got your information may have been through reference from another pest you might have passed your info on to unknowingly. He gets your name and address, anyone can probably find you on FB. Don't answer your phone in any way if you can and hear no more from this idiot. Highly doubtful you'll see him, so don't worry about that much. Hanging up on random calling Indians as soon as you notice an accent also eliminates potential threats.