Is it legal for Mortgage Lender to ask for tenant's pay stubs?

I am doing a loan modification. Part of the paperwork asks for non-owner's ss#s to check on their credit report. I had to ask my tenants for this and they feel its very personal information. Although ive sent my info to the lender of my pay stubs and bank statements where lender can see the rental deposits. Now lender is asking for their last 2 pay stubs. This is getting personal in my opinion. And their paperwork doesnt mention anything about non owner's pay stub. Is this legal? Tenants dont really want to provide this info.

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