After DIL, can I be sued by any mort. insurance company?

I live in Illinois. I was just granted a deed in lieu, and need to sign the docs and move out soon. I am quite sure that I never had PMI although I put 5% down at closing. The bank's investors are not requiring me to pay money toward the 2nd mortgage, and there will be no deficiency judgment. Does the lender (or investors) have mortgage insurance on the property, and can that company sue me