A copy of your mortgage statement, should be in the closing package provided to you by the closing agent. If this package has been misplaced or lost, you should be able (for a fee) to go to the county court house and get a copy of your mortgage. Mortgages are recorded, usually with in 48 hours of your closing. When this mortgage is recorded, it triggers the the lien or new debt to be shown on the Title or Abstract of your property.
Another possible way that you can get a copy is to contact the bank or loan originator that you used to secure the loan. Often (as I do) they keep a copy of your new mortgage in the loan file.