It turns out I'm not the only one - I didn't end up speaking to them but I've received a PM from someone else who also received a call but wanted to remain anonymous...
They are looking into bitfunder for sure, and possibly assets which were listed on bitfunder. Unfortunately I don't know more than that because I never received the callback, but the phone number I was called from was definitely from the SEC HQ.
This is pretty much the definition of FUD. Either disclose full details so they can be scrutinized or else save your vague suggestions (lamely peppered with "definitely" as though your personal assurance can replace data) for the coffee shop.
