Fraudulent call from insurance company

I picked up my home phone when it rang and a recorded announcement said that they had made several attempts to contact me regarding an important matter concerning my vehicle and that this would be my last chance before they closed the file. It went on to say: Press 1 to talk to an associate and Press 2 to have the file closed.

So of course, I pressed 1, and an associate straightaway asked for my vehicle model and make. When I asked her which company she was from, she hung up!

And I cannot trace the call.