Property Managemet Company will not provide me with a copy of my owner statement. How can I attain it?

I started using a tradesman I was introduced to by my property management company in Arizona.When I bought more houses, I employed the same tradesperson to do repair work on them and asked the PM to pay all the rental income from the first house directly to the contractor.Then the tradesman and the PM parted ways on bad terms- both with different stories about the reason why. I asked the PM to continue paying the rent directly to the tradesperson. Then I was informed my tenants were breaking the lease because the PM had not responded to their request to repair the AC unit for over a month. When I spoke to the tenants directly, I was horrified by how poorly the PM had been managing the property and I fired them.I continued to pay the tradesperson directly by check and paypal. Several months later I discovered the tradeperson had not done any of the repair work and had defrauded me of nearly $20,000.I am now taking legal action against the contractor. I have gone back to the PM and asked for my owner statement or something to show the monies that were paid to the contractor. They blatantly refuse to provide me with anything. I would think this is illegal not to provide me with a copy of a statement relating to my property and monies that were received and paid out. Does anyone have any suggestion as to how I can attain this? Would a complaint to the AZ Department of Real Estate get them to hand it over?