30 year conv with 5% down but no PMI?

Two years ago I bought my first house with a 30 year loan and a fixed interest rate of 6.75%. I had an excellent credit score and took a loan against my 401k for 5.01% down on the mortgage as that is all I could afford. I have a single mortgage payment for a loan that financed 94.99% of my home purchase and never paid PMI. I am certain I don't have any flavor of an 80/20 or an 80/15/5, just a straight up 94.99 loan with no PMI. My loan payments only go to principle, interest, home owners insurance and taxes, nothing towards PMI which I never understood how I didn't have to pay PMI. They said something about the '.01' keeping me from PMI.

Tonight I logged into my mortgage account to confirm my monthly payment and I just noticed that the loan is now titled a 30 yr conv w/PMI. There hasn't been a change in my payments or anything like that and the current mortgage company has owned it for 2 years. I also doublechecked my HUD statement and it clearly shows it was a 30 yr conv unins loan.

Any thoughts on why my loan is suddenly titled 'w/PMI'? And can they change the terms of my loan to add PMI without notifying me?

Also, what are the odds I could re-finance and not have to pay PMI?

Thanks!