The likely reason you received a call from this number was due to an attempt at a customer satisfaction survey from SQM Group. SQM Group is a customer service research firm that organizations use to contract out customer satisfaction surveys to. If you would prefer that SQM Group does not call you in the future for any other client we may deal with (over 400+ clients at any given time), you can submit your number to our Do Not Survey list at https://www.sqmgroup.com/do-not-contact/
Then why is Blue Shield showing up? Sounds rather suspect to me, but then maybe you can convince people to go to your website and give you their personal information. Funny, though; this exact same message just popped up for dozens of numbers. One might think you were full of it. :D)