Gold Key Credit Catherine Cook Threatening intimidating phone call at my work about an overdue bill that I never received, Internet

A woman who said her name is Catherine Cook from Gold Key Credit called me at my work asking me for personal information such as SSN etc... and when I asked what this was about she said "if you had read the mail that we sent you you would know" and continued drilling me for information and that this call is being recorded etc... I tried asking again what this concerned and that I am not giving out personal information over the phone, she just kept talking, so I hung up. I have never received any such mail that I recall. I get a lot of junkmail from companies that are trying to give me credit but I really don't remember the Name "Gold Key Credit".