Well, even though much analysis has been done already, my (short) list:
Raie
Kintys
Serei
Those pretty much fit the bill, but I tend to shy away from names ending in -a --on average, at least--specifically because of the Indo-European tendency toward -a marking a female name.
[Armchair linguist mode]
If you really check through languages, you'll find that most Indo-European languages tend to follow the rules you've quoted above: most end in a vowel, most of those end in -a, very few u's. This applies among Romance languages, Baltic and Slavic languages (take, for instance, Russian, where -a as a marker on a female name is almost mandatory), all of the Germanic languages (including English), the Aramaic language group (Arbaic, Hebrew), and most Indian languages (subcontinental Indian, not American Indian).
There are variations amongst these--Russian has a higher concentration of u's, for instance--but -a as a marker for "female" has probably been with us since Proto-Indo-European was grunted^h^h^h spoken ten thousand or so years ago.
I know less about the world's other language groups, but as I recall -o is the female marker in Japanese, for instance.
[/armchair linguist]