Seller doesn't have Schedule E - shady?

[Nick Colvill]

I'm new to investing in multi family units and plan to make my first purchase in a few months. I know the Schedule E is what a landlord should be filing come tax season, and I know my lender will want to see the Schedule E for the property for loan purposes. When a seller says they don't have one or can't provide a Schedule E, is that a red flag?