Good. The next time they call, tell them one more time you want their company name along with a legitimate, physical mailing address, If they refuse again, inform them your attorney will get this information for you and see them in court.
My husband had a call like this today, wanted him to give social security number. When he said no, they said they would take it to someone higher and hung up on him. He said it sounded like a call center of some sorts.
Never give any personal information to anyone who calls asking for it, most all business who would need it already have it. Scam and fishing for info is their agenda , before you know it you will have crazy credit reports etc.