I got the same call. They knew my first and last name too. For further note, USAA will never call you as late as they called me (7:00 pm) and they will never use a live person, but a robotic message.

This number called me twice in a row, which is very strange. The first time he said it was urgent and left the number, second time he added "at your earliest convenience". Kinda odd.

The actual call was from (000) 000-0000. Left Message that they were from USAA Federal Savings Bank and to call them at the 800 number. They knew my first & last name. When I did call back, lady answered and a lot of phones were ringing in the back.
Mark this under Scam!!