I would be absolutely shocked if Chase held all of their mortgages on their own books. They are one of the biggest originators in the US. They’d have trillions of
mortgage debt on their books if they didn't offload it.
A quick google search shows at least some of the mortgages have em sold by Chase.
https://www.reddit.com/r/personalfinance/comments/2h0al2/cha...
That said, Chase may not sell mortgages like the one you got. I know non-conforming mortgages are sometimes held on the banks books.