In addition to the previous advice, you may want to find out why they vacated the judgment. If it is due to a faulty filing on their part - that may be important if they attempt to re- file the case. It is unusual for a voluntary dismissal by the lender. You might want to check with the Clerk of the Court to look at the file and see if any orders were entered by the Judge that shed light on the reasoning.
This is not legal advice and you should check with an attorney in Ohio for any legal advice.
It means they want to cancel the judgment (for froeclosure? you do not state) and dismiss the foreclosure (?) action.
It probably means they have to refile the foreclosure action with the proper party. They will still foreclose.