Same here.
I have a mortgage with them, but did not ask for anything from them.
They were offering a refi.

Scam! Called and harnessed me on my mobile

Just got a call from the number in question (didn't answer it) but the caller from Penny Mac left a message asking that I call her back using a local (916) number??  She said that she saw my caller ID come through even though I didn't even call her phone number...

I called PennyMac and confirmed that this is legitimate. However, anytime you get a call like this, you should always get the person's callback information and ask if it's ok for you to call PennyMac directly to verify their legitimacy before continuing with them. If they're authentic they wouldn't balk at this whatsoever.

PennyMac. I Didn't answer the phone but they left a message, using my mame in their greeting, and stating that they're "calling on behalf of pennymac loan services about an important change in the service you are enjoying" and to call them back. I've received two calls in two months from them, different people calling and leaving voicemails with the same message.