Request for Information sent to wrong address!!

I recently sent a request for information from First Direct. I done everything by the book due to ongoing problems from almost 14 years ago. I sent it via recorded delivery with a cheque for £10. A couple of weeks later I received the paperwork in a huge padded envelope which was signed for. Anyway yesterday I was in work and I am a IT manager and some bloke rang me up and insisted on talking to me alone. He rang several times during the day but would not leave his information and insisted that he only spoke to me, the only thing he did say was he was a concerned citizen? I eventually spoke to him later on in the afternoon. I asked him what he needed me for I was a little annoyed that he was so persistent. He explained that he had also sent for a request for information from First Direct and received his information and in the same envelope was my information as well! All my bank statements personal information, passwords, security. I asked him how he found me he told me he found me on LinkedIn but I am gobsmacked on what to do. It’s a disgrace that a bank as a big as First Direct can !!!! up something like this! It had everything on there. Advice please!