Many times, when I get a call like that, it's coming from someone using a list. Since I tend to use my initials rather than my given name, such a caller will ask for me by my last name.
I've been either blessed or cursed (depending on the need of the moment) with a name that most people mispronounce, I'll take the opportunity to correct them. "May I please speak with Mr Dranny?" "This is Mr Draney." That's a little more polite than "It's pronounced Draney, you telemarketing imbecile!"; they can note the correct pronunciation and adjust it going forward.
It also affords me the opportunity to blow off some callers altogether: "Dranny? Nobody here by that name."