Chances are it happened at your house as industry is under strict requirements when it comes to pest infestation and control. All the large manufactures/suppliers are audited by AIB or some other certification body (SQF/BRC/ISO) and pest activity in packaged/processed product would result in failure and/or pulling of their certification. If the supplier expects to sell in the largest grocer in the US (Walmart) they have to have at least a GFSI certification.
All that said it occurred either at the grocery store (highly unlikely) or your residence.