I received the same kind of call.  It was a man and he asked for Mrs.  my name.
I asked who is this?  He said something I didn't quite hear and I asked again: 'Who is this?" and he said:  "Oh she's not there.  It's nothing.  I'll try back." and he hung up.

got a call from the same number on Tuesday, did not identify himself, asked for me by name and wouldn't leave a message with my husband