"We are investigating," said Maura Possley, a spokeswoman for Illinois Attorney General Lisa Madigan. "It's part of a multi-state investigation."

Jaclyn Falkowski, spokeswoman for Connecticut Attorney General George Jepsen, said that Connecticut is looking into the matter also.

Neither spokeswoman would say if other states were involved.

A spokesman for Experian declined comment.

(Reporting by Jim Finkle. Editing by Richard Valdmanis)