Did you keep the empty box? It will have the lot number stamped on it; usually it's on the end flap.
I've seen this happen, very rarely, with some many, many times reloaded 9mm brass.
As no damage resulted, and I didn't find out until I sorted the brass, I just threw it away.
But, this absolutely should NOT happen with the first firing of what should be excellent quality, American made brass!
My guess would be that the brass walls are way too thin, or, way too brittle, or possibly both.
I would contact Federal Cartridge Corp., and tell them about this problem.
As always, even with the best quality control, mistakes can happen.
If there is a LOT of this ammunition in the supply line, this may be one of the first of many faulures.
In any event, I'm sure Federal would want to know about it, as they could have tremendous liability.
As an aside, I assume that the pistol you used is in good condition, with no irregularities in the chamber. I would have a good look at the chamber, just in case that's were the problem is, although it seems very unlikely.
I'm glad you didn't find out about this case failures until you were picking up brass! I've seen photos of people who have suffered various injuries, from mild to severe, from case failures.