I got the same call! They called and left a Voicemail and then kept calling and calling. I finally answered today and he says this is "some weird name I couldn't understand" with the Washington Federal Branch. Your name and number have been selected to receive a federal grant of $7,000. I literally just told him I didn't believe him and he rambled on in another language and then hung up.
Wow. That's called a terroristic threat, and if they can be found, can be charged. It's probably an idle threat, but if you're uncomfortable, call your local police. Be safe!