Outside Parties To The Transaction

Contact Information:

Payment Date:

25-Oct-07

Prior Payment:

25-Sep-07

Analyst:

Ana Carsey

714.259.6868

Next Payment:

26-Nov-07

ana.carsey@abnamro.com

Record Date:

24-Oct-07

Administrator:

Dimitrios Kostopoulos

312.992.2834

dimitrios.kostopoulos@abnamro.com

Distribution Count:

LaSalle Website:

www.etrustee.net

Closing Date:

29-Jun-07

First Pay. Date:

25-Jul-07

Rated Final Payment Date:

25-Jul-37

Effective October 1, 2007, Bank of America Corporation, parent

Determination Date:

18-Oct-07

corporation of Bank of America, N.A. ("Bank of America") and Banc
of America Securities LLC ("BAS"), has acquired ABN AMRO North

Delinq Method:

OTS

America Holding Company, parent company of LaSalle Bank Corporation
and LaSalle Bank National Association ("LaSalle"), from ABN AMRO
Bank N.V. (the "Acquisition").

Rating Agency: Standard & Poor's Ratings Services/Standard &
Poor's/Moody's Investors Service, Inc.

ABN AMRO Acct : 724855.1

Depositor: Structured Asset Securities Corporation

Underwriter: Lehman Brothers Inc.

Master Servicer: Aurora Loan Services LLC

Distribution Date: 25-Oct-07

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

31-Oct-2007 07:52

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Content:

Pages

Statement to Certificate Holders

3-4

Statement to Certificate Holders (Factors)

5-6

Pool/Non-Pool Funds Cash Reconciliation

Cash Reconciliation Summary

8-9

Pool Detail and Performance Indicators

10-12

Bond Interest Reconciliation Part I

13-14

Bond Interest Reconciliation Part II

15-16

Bond Principal Reconciliation

17-18

Rating Information

19-20

15 Month Loan Status Summary Part I

21-23

15 Month Loan Status Summary Part II

24-26

15 Month Historical Payoff Summary

27-28

Prepayment Summary

Mortgage Loan Characteristics Part I

Mortgage Loan Characteristics Part II

31-33

Geographic Concentration

Current Period Realized Loss Detail

Historical Realized Loss Summary

36-38

Realized Loss Summary

Material Breaches Detail

Modified Loan Detail (Historical)

Historical Collateral Level REO Report

42-44

Substitution Detail History

Substitution Detail History Summary

Table of Contents

31-Oct-2007 07:52

I-AIO

525237AF0

657,339,000.00 N

635,688,600.95

0.00

627,270,852.92

592,647.19

0.00

1.1187500000%

I-A1-1

525237BF9

370,108,000.00

351,135,270.98

7,376,660.91

0.00

343,758,610.07

1,536,582.58

0.00

5.2512500000%

I-A1-2

525237BG7

10,000,000.00

9,487,373.17

199,311.03

0.00

9,288,062.14

41,279.96

0.00

5.2212500000%

I-A2

525237AB9

142,759,000.00

0.00

142,759,000.00

636,615.92

0.00

5.3512500000%

I-A3

525237AC7

68,738,000.00

0.00

68,738,000.00

309,965.42

0.00

5.4112500000%

I-A4-1

525237BH5

56,034,000.00

54,188,440.16

717,559.88

0.00

53,470,880.28

240,743.43

0.00

5.3312500000%

I-A4-2

525237BJ1

9,700,000.00

9,380,516.64

124,216.20

0.00

9,256,300.44

42,612.95

0.00

5.4512500000%

I-M1

525237AG8

24,161,000.00

0.00

24,161,000.00

112,373.82

0.00

5.5812500000%

I-M2

525237AH6

13,039,000.00

0.00

13,039,000.00

61,731.52

0.00

5.6812500000%

I-M3

525237AJ2

8,053,000.00

0.00

8,053,000.00

39,468.09

0.00

5.8812500000%

I-M4

525237AK9

7,286,000.00

0.00

7,286,000.00

37,226.91

0.00

6.1312500000%

I-M5

525237AL7

7,670,000.00

0.00

7,670,000.00

40,786.82

0.00

6.3812500000%

I-M6

525237AM5

6,136,000.00

0.00

6,136,000.00

35,186.12

0.00

6.8812500000%

I-M7

525237AN3

6,519,000.00

0.00

6,519,000.00

38,740.52

0.00

7.1312500000%

I-M8

525237AP8

4,985,000.00

0.00

4,985,000.00

29,624.40

0.00

7.1312500000%

I-M9

525237AQ6

4,985,000.00

0.00

4,985,000.00

29,624.40

0.00

7.1312500000%

II-AIO

525237AV5

156,082,000.00 N

138,127,771.30

0.00

135,489,014.27

215,105.23

0.00

1.8687500000%

II-A1

525237AR4

92,263,000.00

81,649,918.40

1,559,818.81

0.00

80,090,099.59

360,025.11

0.00

5.2912500000%

II-A2

525237AS2

34,000,000.00

30,088,954.68

574,811.56

0.00

29,514,143.11

188,055.97

0.00

7.5000000000%

II-A3

525237AT0

44,811,000.00

39,656,357.30

757,584.73

0.00

38,898,772.56

179,486.33

0.00

5.4312500000%

II-A4

525237AU7

19,008,000.00

16,821,495.60

321,353.48

0.00

16,500,142.13

78,237.48

0.00

5.5812500000%

II-M1

525237AW3

5,394,000.00

0.00

5,394,000.00

25,986.72

0.00

5.7812500000%

II-M2

525237AX1

4,820,000.00

0.00

4,820,000.00

23,422.19

0.00

5.8312500000%

II-M3

525237AY9

2,869,000.00

0.00

2,869,000.00

14,300.17

0.00

5.9812500000%

II-M4

525237AZ6

7,805,000.00

0.00

7,805,000.00

39,228.26

0.00

6.0312500000%

II-M5

525237BA0

1,951,000.00

0.00

1,951,000.00

10,374.85

0.00

6.3812500000%

II-M6

525237BB8

4,591,000.00

0.00

4,591,000.00

26,326.52

0.00

6.8812500000%

II-M7

525237BC6

1,492,000.00

0.00

1,492,000.00

8,555.69

0.00

6.8812500000%

II-M8

525237BD4

3,443,000.00

0.00

3,443,000.00

19,743.45

0.00

6.8812500000%

II-M9

525237BE2

1,721,000.00

0.00

1,721,000.00

9,868.86

0.00

6.8812500000%

Interest Payment

(2)

Interest

Adjustment

Pass-Through

Rate

(1)

N denotes notional balance not included in total

(2)

Accrued Interest plus/minus Interest Adjustment minus Deferred Interest equals Interest Payment

Principal Payment

Principal

Adjustment or

Loss

Deferred

Interest

Ending Certificate

Balance

Class

CUSIP

Original Face

Value

(1)

Beginning

Certificate

Balance

Distribution Date: 25-Oct-07

BOND PAYMENT

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 3 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

I-P

9ABSDC360

100.00

0.00

100.00

13,249.79

N/A

II-P

9ABSDC378

100.00

0.00

100.00

0.00

N/A

I-X

9ABSDC386

767,024,268.00 N

745,368,450.33

0.00

736,950,702.29

1,307,009.36

N/A

II-X

9ABSDC394

229,569,596.00 N

207,812,396.28

0.00

204,598,827.69

432,352.57

N/A

I-LTR

9ABSDC402

0.00

N/A

I-R

9ABSDC428

0.00

N/A

II-LTR

9ABSDC410

0.00

N/A

II-R

9ABSDC436

0.00

N/A

Total

964,341,200.00

920,825,526.92

11,631,316.60

0.00

909,194,210.31

6,776,538.60

1,752,611.72

Total P&I Payment

18,407,855.20

(1)

N denotes notional balance not included in total

(2)

Accrued Interest plus/minus Interest Adjustment minus Deferred Interest equals Interest Payment

BOND PAYMENT

Class

CUSIP

Original Face

Value

(1)

Beginning

Certificate

Balance

Principal Payment

Principal

Adjustment or

Loss

Deferred

Interest

Ending Certificate

Balance

Interest Payment

(2)

Interest

Adjustment

Pass-Through

Rate

Page 4 of 46

31-Oct-2007 07:51

I-AIO

525237AF0

657,339,000.00 N

967.063571379

0.000000000

954.257777069

0.901585316

0.000000000

N/A

I-A1-1

525237BF9

370,108,000.00

948.737317170

19.931103651

0.000000000

928.806213520

4.151714040

0.000000000

4.99250000%

I-A1-2

525237BG7

10,000,000.00

948.737317170

19.931103000

0.000000000

928.806213520

4.127996000

0.000000000

4.96250000%

I-A2

525237AB9

142,759,000.00

999.999999965

0.000000000

999.999999965

4.459375031

0.000000000

5.09250000%

I-A3

525237AC7

68,738,000.00

999.999999927

0.000000000

999.999999927

4.509375018

0.000000000

5.15250000%

I-A4-1

525237BH5

56,034,000.00

967.063571395

12.805794339

0.000000000

954.257777133

4.296381304

0.000000000

5.07250000%

I-A4-2

525237BJ1

9,700,000.00

967.063571395

12.805793814

0.000000000

954.257777133

4.393087629

0.000000000

5.19250000%

I-M1

525237AG8

24,161,000.00

1000.000000000

0.000000000

999.999999999

4.651041762

0.000000000

5.32250000%

I-M2

525237AH6

13,039,000.00

1000.000000000

0.000000000

999.999999999

4.734375336

0.000000000

5.42250000%

I-M3

525237AJ2

8,053,000.00

1000.000000000

0.000000000

999.999999998

4.901041848

0.000000000

5.62250000%

I-M4

525237AK9

7,286,000.00

1000.000000000

0.000000000

999.999999998

5.109375515

0.000000000

5.87250000%

I-M5

525237AL7

7,670,000.00

1000.000000000

0.000000000

999.999999998

5.317707953

0.000000000

6.12250000%

I-M6

525237AM5

6,136,000.00

1000.000000000

0.000000000

999.999999998

5.734374185

0.000000000

6.62250000%

I-M7

525237AN3

6,519,000.00

1000.000000000

0.000000000

999.999999998

5.942709004

0.000000000

6.87250000%

I-M8

525237AP8

4,985,000.00

1000.000000000

0.000000000

999.999999997

5.942708124

0.000000000

6.87250000%

I-M9

525237AQ6

4,985,000.00

1000.000000000

0.000000000

999.999999997

5.942708124

0.000000000

6.87250000%

II-AIO

525237AV5

156,082,000.00 N

884.969255248

0.000000000

868.063032723

1.378155265

0.000000000

N/A

II-A1

525237AR4

92,263,000.00

884.969255248

16.906222538

0.000000000

868.063032723

3.902161321

0.000000000

5.03250000%

II-A2

525237AS2

34,000,000.00

884.969255248

16.906222353

0.000000000

868.063032723

5.531057941

0.000000000

Fixed

II-A3

525237AT0

44,811,000.00

884.969255248

16.906222356

0.000000000

868.063032723

4.005407824

0.000000000

5.17250000%

II-A4

525237AU7

19,008,000.00

884.969255248

16.906222643

0.000000000

868.063032723

4.116029040

0.000000000

5.32250000%

II-M1

525237AW3

5,394,000.00

1000.000000000

0.000000000

1000.000000000

4.817708565

0.000000000

5.52250000%

II-M2

525237AX1

4,820,000.00

1000.000000000

0.000000000

1000.000000000

4.859375519

0.000000000

5.57250000%

II-M3

525237AY9

2,869,000.00

1000.000000000

0.000000000

1000.000000000

4.984374346

0.000000000

5.72250000%

II-M4

525237AZ6

7,805,000.00

1000.000000000

0.000000000

1000.000000000

5.026042281

0.000000000

5.77250000%

II-M5

525237BA0

1,951,000.00

1000.000000000

0.000000000

1000.000000000

5.317708867

0.000000000

6.12250000%

II-M6

525237BB8

4,591,000.00

1000.000000000

0.000000000

1000.000000000

5.734375953

0.000000000

6.62250000%

II-M7

525237BC6

1,492,000.00

1000.000000000

0.000000000

1000.000000000

5.734376676

0.000000000

6.62250000%

II-M8

525237BD4

3,443,000.00

1000.000000000

0.000000000

1000.000000000

5.734374092

0.000000000

6.62250000%

II-M9

525237BE2

1,721,000.00

1000.000000000

0.000000000

1000.000000000

5.734375363

0.000000000

6.62250000%

Interest Adjustment*

Next Rate **

* Per $1,000 of Original Face Value ** Estimated

BOND PAYMENT

Class

CUSIP

Original Face

Value

Beginning Certificate

Balance *

Principal Payment

Principal

Adjustment or

Loss

Deferred Interest *

Ending Certificate

Balance *

Interest Payment *

Distribution Date: 25-Oct-07

Statement to Certificate Holders (FACTORS)

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 5 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Statement to Certificate Holders (FACTORS)

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

I-P

9ABSDC360

100.00

1000.000000000

0.000000000

1000.000000000

132497.900000000

N/A

II-P

9ABSDC378

100.00

1000.000000000

0.000000000

1000.000000000

0.000000000

N/A

I-X

9ABSDC386

767,024,268.00 N

971.766450459

0.000000000

960.791898034

1.704000010

N/A

II-X

9ABSDC394

229,569,596.00 N

905.226127070

0.000000000

891.227894525

1.883318077

N/A

I-LTR

9ABSDC402

0.00

0.000000000

N/A

I-R

9ABSDC428

0.00

0.000000000

N/A

II-LTR

9ABSDC410

0.00

0.000000000

N/A

II-R

9ABSDC436

0.00

0.000000000

N/A

Interest Payment *

Interest Adjustment*

Next Rate **

* Per $1,000 of Original Face Value ** Estimated

Principal Payment

Principal

Adjustment or

Loss

Deferred Interest *

Ending Certificate

Balance *

Class

CUSIP

Original Face

Value

Beginning Certificate

Balance *

BOND PAYMENT

Page 6 of 46

31-Oct-2007 07:51

Interest Summary

Principal Summary

Swap Agreement

Interest Summary

Principal Summary

Group 1

Scheduled Interest

7,184,870.01

Scheduled Prin Distribution

158,690.36

Net Swap due to Administrator

0.00

Fees

264,335.54

Curtailments

71,243.05

Net Swap due to Provider

151,802.31

Remittance Interest

6,920,534.47

Prepayments in Full

10,438,383.22

Other Interest Proceeds/Shortfalls

Liquidation Proceeds

0.00

Swap Termination due to Administrator

0.00

Prepayment Penalties

13,249.79

Repurchase Proceeds

963,000.00

Swap Termination due to Provider

0.00

Other Interest Loss

0.00

Other Principal Proceeds

0.00

Other Interest Proceeds

0.00

Remittance Principal

11,631,316.63

Cap Agreement

Non-advancing Interest

0.00

Net PPIS/Relief Act Shortfall

0.00

Group 1 Interest Rate Cap Agreement

0.00

Modification Shortfall

0.00

Group 2 Interest Rate Cap Agreement

0.00

Other Interest Proceeds/Shortfalls

13,249.79

Balance Guaranteed Cap Agreement

(5,443.33)

Interest Adjusted

6,933,784.26

Fee Summary

Senior Principal Distribution Amount

Total Servicing Fees

198,606.63

Total Trustee Fees

0.00

Group 1 Senior Principal Distribution Amount

8,417,748.03

LPMI Fees

59,305.07

Group 2 Senior Principal Distribution Amount

3,213,568.59

Credit Manager's Fees

0.00

Reserve Fund

Misc. Fees / Trust Expense

0.00

FDP Premiums

Insurance Premium

6,423.84

Group 1

Total Fees

264,335.54

Beginning Balance

1,000.00

FDP Premiums

0.00

Withdrawal from Trust

0.00

Reimbursement from Waterfall

0.00

Insurance Proceeds

Advances (Principal & Interest)

Ending Balance

1,000.00

Group 2

Insurance Proceeds

0.00

Prior Month's Outstanding Advances

N/A

Beginning Balance

1,000.00

Current Advances

N/A

Withdrawal from Trust

0.00

Reimbursement of Prior Advances

N/A

Reimbursement from Waterfall

0.00

Outstanding Advances

N/A

Ending Balance

1,000.00

P&I Due Certificate Holders

18,407,855.25

Pool Source of Funds

Non-Pool Source of Funds

P&I Advances as of the end of the Due Period do not reflect the amount of advances remitted by the Servicer on the Servicer Remittance Date due to additional proceeds received between the end of the Due Period and the Servicer Remittance Date and netted from the P&I Advances
stated as of the end of the Due Period.

Distribution Date: 25-Oct-07

Cash Reconciliation Summary

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 7 of 46

31-Oct-2007 07:51

Pool 1

Total

Interest Summary

Scheduled Interest

5,505,062.92

Fees

214,617.34

Remittance Interest

5,290,445.58

Other Interest Proceeds/Shortfalls

Prepayment Penalties

13,249.79

Other Interest Loss

0.00

Other Interest Proceeds

0.00

Non-advancing Interest

0.00

Net PPIS/Relief Act Shortfall

0.00

Modification Shortfall

0.00

Other Interest Proceeds/Shortfalls

13,249.79

Interest Adjusted

5,303,695.37

Principal Summary

Scheduled Principal Distribution

98,746.92

Curtailments

45,626.66

Prepayments in Full

7,310,374.46

Liquidation Proceeds

0.00

Repurchase Proceeds

963,000.00

Other Principal Proceeds

0.00

Less Mod Losses

0.00

Remittance Principal

8,417,748.04

Fee Summary

Total Servicing Fees

155,312.27

Total Trustee Fees

0.00

LPMI Fees

59,305.07

Misc. Fees

0.00

Total Fees

214,617.34

Beginning Principal Balance

745,368,450.33

Ending Principal Balance

736,950,702.29

Advances (Principal & Interest)

Prior Month's Outstanding Advances

N/A

Current Advances

N/A

Reimbursement of Prior Advances

N/A

Outstanding Advances

N/A

Distribution Date: 25-Oct-07

Cash Reconciliation Summary Group I

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 8 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Pool 2

Total

Interest Summary

Scheduled Interest

1,679,807.09

Fees

43,294.36

Remittance Interest

1,636,512.73

Other Interest Proceeds/Shortfalls

Prepayment Penalties

0.00

Other Interest Loss

0.00

Other Interest Proceeds

0.00

Non-advancing Interest

0.00

Net PPIS/Relief Act Shortfall

0.00

Modification Shortfall

0.00

Other Interest Proceeds/Shortfalls

0.00

Interest Adjusted

1,636,512.73

Principal Summary

Scheduled Principal Distribution

59,943.44

Curtailments

25,616.39

Prepayments in Full

3,128,008.76

Liquidation Proceeds

0.00

Repurchase Proceeds

0.00

Other Principal Proceeds

0.00

Less Mod Losses

0.00

Remittance Principal

3,213,568.59

Fee Summary

Total Servicing Fees

43,294.36

Total Trustee Fees

0.00

LPMI Fees

0.00

Misc. Fees

0.00

Total Fees

43,294.36

Beginning Principal Balance

207,812,396.28

Ending Principal Balance

204,598,827.69

Advances (Principal & Interest)

Prior Month's Outstanding Advances

N/A

Current Advances

N/A

Reimbursement of Prior Advances

N/A

Outstanding Advances

N/A

Cash Reconciliation Summary Group II

Page 9 of 46

31-Oct-2007 07:51

Pool Detail

Performance Indicators

Factors Impacting Principal Payment Rules

WA Rates/Life

Historical

Amount

Count

Delinquency Levels

Num

Den

Fixed

Adj

Overall

Cut-off Pool Balance

996,593,863.79

4,481

3 mo. Rolling Average

22,320,635

952,718,433

2.36%

WAC - Remit Current

9.26%

8.44%

8.72%

Cum Scheduled Principal

637,757.34

6 mo. Rolling Average

16,740,477

958,960,090

1.77%

WAC - Remit Original

9.32%

8.46%

8.77%

Cum Unscheduled Principal

54,406,576.47

12 mo. Rolling Average

16,740,477

958,960,090

1.77%

WAC - Current

9.51%

8.80%

9.05%

Cum Liquidations

0.00

Loss Levels

Amount

Count

WAC - Original

9.57%

8.83%

9.09%

Cum Repurchases

963,000.00

3 mo. Cum Loss

0.00

WAL - Current

353.35

300.44

318.62

6 mo. Cum loss

0.00

WAL - Original

356.40

305.85

323.59

Current

Amount

Count

12 mo. Cum Loss

0.00

Beginning Pool

953,180,846.61

4,248

95.64%

Current Index Rate

Scheduled Principal

158,690.36

0.02%

Next Index Rate

Unscheduled Principal

10,509,626.27

1.05%

Liquidations

0.00

0.00%

Repurchases

963,000.00

0.10%

Ending Pool

941,549,529.98

4,187

94.48%

Average Loan Balance

224,874.50

Current Loss Detail

Amount

Liquidation

0.00

Pool Composition

Realized Loss

0.00

Realized Loss Adjustment

0.00

Properties

%/Score

Net Liquidation

0.00

Cut-off LTV

97.66%

Cash Out/Refinance

15.99%

SFR

55.10%

Min

Max

W A

FICO

620

823

716.53

Legend: (1) 60 Days+, REO, BK, F/C % (3) Condn: Cum Loss > specified thresholds (5) Defined Benchmark (7) Condn: Distn Cnt > 36, (4) > (5)
(2) (1) > (6) * (4), then TRUE (4) Mezzanine Certs + OC Amount / Ending Pool Bal (6) Defined Benchmark (Used in Delinq Event Calc)
Note: Delinquency and Loss Event Triggers may be flagged as "Yes" prior to the Step Down Date on account of the percentage thresholds being breached.

Owner Occupied

491,315,861.74

51.50%

Balance

931,636,991.41

152,539,458.28

525,575,067.15

Misc/Additional Information

Pool Level Information

5.131250%

4.872500%

Distribution Date: 25-Oct-07

Pool Detail and Performance Indicators Total (All Loans)

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 10 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Pool Detail

Performance Indicators

Factors Impacting Principal Payment Rules

WA Rates/Life

Historical

Amount

Count

Delinquency Levels

Num

Den

Fixed

Adj

Overall

Cut-off Pool Balance

767,024,267.83

2,995

3 mo. Rolling Average

17,579,073

744,089,764

2.38%

WAC - Remit Current

8.92%

8.44%

8.52%

Cum Scheduled Principal

393,862.12

6 mo. Rolling Average

13,184,305

747,258,692

1.78%

WAC - Remit Original

8.95%

8.46%

8.54%

Cum Unscheduled Principal

29,679,703.42

12 mo. Rolling Average

13,184,305

747,258,692

1.78%

WAC - Current

9.17%

8.80%

8.86%

Cum Liquidations

0.00

Loss Levels

Amount

Count

WAC - Original

9.20%

8.83%

8.89%

Cum Repurchases

963,000.00

3 mo. Cum Loss

0.00

WAL - Current

353.34

300.44

308.98

6 mo. Cum loss

0.00

WAL - Original

356.35

305.85

314.00

Current

Amount

Count

12 mo. Cum Loss

0.00

Beginning Pool

745,368,450.33

2,898

97.18%

Current Index Rate

Scheduled Principal

98,746.92

0.01%

Triggers

Next Index Rate

Unscheduled Principal

7,356,001.12

0.96%

Liquidations

0.00

0.00%

> Delinquency Trigger Event

(2)

YES

Repurchases

963,000.00

0.13%

Delinquency Event Calc

(1)

41,521,837.48

736,950,702

5.63%

Ending Pool

736,950,702.29

2,861

96.08%

> Loss Trigger Event?

(3)

Average Loan Balance

257,585.01

Cumulative Loss

N/A

Current Loss Detail

Amount

> Overall Trigger Event?

YES

Liquidation

0.00

Pool Composition

Realized Loss

0.00

Step Down Date

Realized Loss Adjustment

0.00

Distribution Count

Properties

%/Score

Net Liquidation

0.00

Current Specified Enhancement %

(4)

14.88%

Cut-off LTV

97.52%

Step Down %

(5)

28.60%

Cash Out/Refinance

18.21%

Credit Enhancement

Amount

% of Current Specified Enhancement %

(6)

24.45%

SFR

56.24%

Original OC

26,851,268.00

3.50%

> Step Down Date?

Target OC

26,845,849.37

3.50%

Min

Max

W A

Beginning OC

26,845,849.37

Extra Principal

0.00

FICO

620

815

709.56

OC Amount per PSA

26,845,849.38

3.50%

Cumulative Extra Principal

0.00

Ending OC

26,845,849.37

OC Release

0.02

Mezz Certificates

82,834,000.00 10.80%

OC Deficiency

0.00

Pool Detail and Performance Indicators Group I

Misc/Additional Information

Pool Level Information

N/A

Owner Occupied

491,315,861.74

65.87%

Balance

727,413,111.53

135,865,247.07

419,510,371.49

Page 11 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Pool Detail

Performance Indicators

Factors Impacting Principal Payment Rules

WA Rates/Life

Historical

Amount

Count

Delinquency Levels

Num

Den

Fixed

Adj

Overall

Cut-off Pool Balance

229,569,595.96

1,486

3 mo. Rolling Average

4,741,562

208,628,669

2.31%

WAC - Remit Current

9.45%

N/A

9.45%

Cum Scheduled Principal

243,895.22

6 mo. Rolling Average

3,556,172

211,701,398

1.73%

WAC - Remit Original

9.51%

N/A

9.51%

Cum Unscheduled Principal

24,726,873.05

12 mo. Rolling Average

3,556,172

211,701,398

1.73%

WAC - Current

9.70%

N/A

9.70%

Cum Liquidations

0.00

Loss Levels

Amount

Count

WAC - Original

9.76%

N/A

9.76%

Cum Repurchases

0.00

3 mo. Cum Loss

0.00

WAL - Current

353.35

N/A

353.35

6 mo. Cum loss

0.00

WAL - Original

356.42

N/A

356.42

Current

Amount

Count

12 mo. Cum Loss

0.00

Beginning Pool

207,812,396.28

1,350

90.52%

Current Index Rate

Scheduled Principal

59,943.44

0.03%

Triggers

Next Index Rate

Unscheduled Principal

3,153,625.15

1.37%

Liquidations

0.00

0.00%

> Delinquency Trigger Event

(2)

YES

Repurchases

0.00

0.00%

Delinquency Event Calc

(1)

9,363,939.81

204,598,828

4.58%

Ending Pool

204,598,827.69

1,326

89.12%

> Loss Trigger Event?

(3)

Average Loan Balance

154,297.76

Cumulative Loss

N/A

Current Loss Detail

Amount

> Overall Trigger Event?

YES

Liquidation

0.00

Pool Composition

Realized Loss

0.00

Step Down Date

Realized Loss Adjustment

0.00

Distribution Count

Properties

%/Score

Net Liquidation

0.00

Current Specified Enhancement %

(4)

19.35%

Cut-off LTV

98.18%

Step Down %

(5)

34.50%

Cash Out/Refinance

8.02%

Credit Enhancement

Amount

% of Current Specified Enhancement %

(6)

20.50%

SFR

50.99%

Original OC

5,401,596.00

2.40%

> Step Down Date?

Target OC

5,509,670.30

2.40%

Min

Max

W A

Beginning OC

5,509,670.30

Extra Principal

0.00

FICO

660

823

741.65

OC Amount per PSA

5,509,670.30

2.40%

Cumulative Extra Principal

108,074.34

Ending OC

5,509,670.30

OC Release

0.01

Mezz Certificates

34,086,000.00 14.85%

OC Deficiency

0.00

Pool Detail and Performance Indicators Group II

Misc/Additional Information

Pool Level Information

N/A

Owner Occupied

N/A

Balance

204,223,879.88

16,674,211.21

106,064,695.66

Page 12 of 46

31-Oct-2007 07:51

I-AIO

30/360

635,688,600.95

1.118750000%

592,647.19

0.00

592,647.19

0.00

I-A1-1

Act/360

351,135,270.98

5.251250000%

1,536,582.58

0.00

1,536,582.58

0.00

I-A1-2

Act/360

9,487,373.17

5.221250000%

41,279.96

0.00

41,279.96

0.00

I-A2

Act/360

142,759,000.00

5.351250000%

636,615.92

0.00

636,615.92

0.00

I-A3

Act/360

68,738,000.00

5.411250000%

309,965.42

0.00

309,965.42

0.00

I-A4-1

Act/360

54,188,440.16

5.331250000%

240,743.43

0.00

240,743.43

0.00

I-A4-2

Act/360

9,380,516.64

5.451250000%

42,612.95

0.00

42,612.95

0.00

I-M1

Act/360

24,161,000.00

5.581250000%

112,373.82

0.00

112,373.82

0.00

I-M2

Act/360

13,039,000.00

5.681250000%

61,731.52

0.00

61,731.52

0.00

I-M3

Act/360

8,053,000.00

5.881250000%

39,468.09

0.00

39,468.09

0.00

I-M4

Act/360

7,286,000.00

6.131250000%

37,226.91

0.00

37,226.91

0.00

I-M5

Act/360

7,670,000.00

6.381250000%

40,786.82

0.00

40,786.82

0.00

I-M6

Act/360

6,136,000.00

6.881250000%

35,186.12

0.00

35,186.12

0.00

I-M7

Act/360

6,519,000.00

7.131250000%

38,740.52

0.00

38,740.52

0.00

I-M8

Act/360

4,985,000.00

7.131250000%

29,624.40

0.00

29,624.40

0.00

I-M9

Act/360

4,985,000.00

7.131250000%

29,624.40

0.00

29,624.40

0.00

II-AIO

30/360

138,127,771.30

1.868750000%

215,105.23

0.00

215,105.23

0.00

II-A1

Act/360

81,649,918.40

5.291250000%

360,025.11

0.00

360,025.11

0.00

II-A2

30/360

30,088,954.68

7.500000000%

188,055.97

0.00

188,055.97

0.00

II-A3

Act/360

39,656,357.30

5.431250000%

179,486.33

0.00

179,486.33

0.00

II-A4

Act/360

16,821,495.60

5.581250000%

78,237.48

0.00

78,237.48

0.00

II-M1

Act/360

5,394,000.00

5.781250000%

25,986.72

0.00

25,986.72

0.00

II-M2

Act/360

4,820,000.00

5.831250000%

23,422.19

0.00

23,422.19

0.00

II-M3

Act/360

2,869,000.00

5.981250000%

14,300.17

0.00

14,300.17

0.00

II-M4

Act/360

7,805,000.00

6.031250000%

39,228.26

0.00

39,228.26

0.00

II-M5

Act/360

1,951,000.00

6.381250000%

10,374.85

0.00

10,374.85

0.00

II-M6

Act/360

4,591,000.00

6.881250000%

26,326.52

0.00

26,326.52

0.00

II-M7

Act/360

1,492,000.00

6.881250000%

8,555.69

0.00

8,555.69

0.00

Remaining

Basis Risk
Carry-Fwd

Shortfall

Outstanding Relief

Act / Prepayment

Interest Shortfalls

Net Cap

Rate in

Effect Y/N

(1)

Basis Risk Carry-Forward Shortfall - difference between LIBOR plus margin and the Net Rate Cap.

Distributable

Certificate

Interest

Interest Payment

Amount

Current Period

(Shortfall) /

Recovery

Remaining Int

Carry-Forward

Shortfall

- - A c c r u a l - -

- - - - - - - - O u t s t a n d i n g - - - - - - - -

Class

Method

Days

Opening Balance

Pass-Thru Rate

Accrual

Certificate

Interest

Total Interest

Additions

Total Interest

Deductions

Distribution Date: 25-Oct-07

Bond Interest Reconciliation - Part I

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 13 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Bond Interest Reconciliation - Part I

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

II-M8

Act/360

3,443,000.00

6.881250000%

19,743.45

0.00

19,743.45

0.00

II-M9

Act/360

1,721,000.00

6.881250000%

9,868.86

0.00

9,868.86

0.00

I-P

100.00

N/A

0.00

13,249.79

0.00

13,249.79

0.00

II-P

100.00

N/A

0.00

I-XS

745,368,450.33

N/A

0.00

1,307,009.36

0.00

1,307,009.36

0.00

I-CX

745,368,450.33

N/A

0.00

I-SX

745,368,450.33

N/A

0.00

II-XS

207,812,396.28

N/A

0.00

432,352.57

0.00

432,352.57

0.00

II-CX

207,812,396.28

N/A

0.00

I-LTR

0.00

N/A

0.00

N/A

I-R

0.00

N/A

0.00

N/A

II-LTR

0.00

N/A

0.00

N/A

II-R

0.00

N/A

0.00

N/A

Total

920,825,526.92

5,023,926.88

1,752,611.72

0.00

6,776,538.60

0.00

Remaining

Basis Risk
Carry-Fwd

Shortfall

Outstanding Relief

Act / Prepayment

Interest Shortfalls

Net Cap

Rate in

Effect Y/N

(1)

Basis Risk Carry-Forward Shortfall - difference between LIBOR plus margin and the Net Rate Cap.

Distributable

Certificate

Interest

Interest Payment

Amount

Current Period

(Shortfall) /

Recovery

Remaining Int

Carry-Forward

Shortfall

- - A c c r u a l - -

- - - - - - - - O u t s t a n d i n g - - - - - - - -

Class

Method

Days

Opening Balance

Pass-Thru Rate

Accrual

Certificate

Interest

Total Interest

Additions

Total Interest

Deductions

Page 14 of 46

31-Oct-2007 07:51

I-AIO

24-Oct-07

1-Sep-07

1-Oct-07

2,001,077.44

0.00

I-A1-1

24-Oct-07

25-Sep-07

25-Oct-07

6,624,479.09

0.00

I-A1-2

24-Oct-07

25-Sep-07

25-Oct-07

178,000.32

0.00

I-A2

24-Oct-07

25-Sep-07

25-Oct-07

2,679,041.18

0.00

I-A3

24-Oct-07

25-Sep-07

25-Oct-07

1,303,926.45

0.00

I-A4-1

24-Oct-07

25-Sep-07

25-Oct-07

1,028,437.66

0.00

I-A4-2

24-Oct-07

25-Sep-07

25-Oct-07

181,903.73

0.00

I-M1

24-Oct-07

25-Sep-07

25-Oct-07

472,241.85

0.00

I-M2

24-Oct-07

25-Sep-07

25-Oct-07

259,274.18

0.00

I-M3

24-Oct-07

25-Sep-07

25-Oct-07

165,588.13

0.00

I-M4

24-Oct-07

25-Sep-07

25-Oct-07

155,989.72

0.00

I-M5

24-Oct-07

25-Sep-07

25-Oct-07

170,709.16

0.00

I-M6

24-Oct-07

25-Sep-07

25-Oct-07

146,964.44

0.00

I-M7

24-Oct-07

25-Sep-07

25-Oct-07

161,660.79

0.00

I-M8

24-Oct-07

25-Sep-07

25-Oct-07

123,620.04

0.00

I-M9

24-Oct-07

25-Sep-07

25-Oct-07

123,620.04

0.00

II-AIO

28-Sep-07

1-Sep-07

1-Oct-07

819,943.45

0.00

II-A1

24-Oct-07

25-Sep-07

25-Oct-07

1,608,622.43

0.00

II-A2

28-Sep-07

1-Sep-07

1-Oct-07

797,651.14

0.00

II-A3

24-Oct-07

25-Sep-07

25-Oct-07

801,251.26

0.00

II-A4

24-Oct-07

25-Sep-07

25-Oct-07

348,948.89

0.00

II-M1

24-Oct-07

25-Sep-07

25-Oct-07

109,085.05

0.00

II-M2

24-Oct-07

25-Sep-07

25-Oct-07

98,293.53

0.00

II-M3

24-Oct-07

25-Sep-07

25-Oct-07

59,965.49

0.00

II-M4

24-Oct-07

25-Sep-07

25-Oct-07

164,456.24

0.00

Current Basis Risk

Carry-Fwd

Shortfall

(1)

Other Interest Proceeds are additional interest amounts specifically allocated to the bond(s) and used in determining the bonds Distributable Interest.

(2)

Interest Carry-Forward Shortfall is unpaid interest with interest thereon.

(3)

Basis Risk Carry-Forward Shortfall - difference between LIBOR plus margin and the Net Rate Cap.

Prior Shortfall

Reimbursement

Other Interest

Proceeds

(1)

Other Interest

Losses

Current Int Carry-

Fwd Shortfall

(2)

- - - - - - - - - - - - - - - - - - - - - - A d d i t i o n s - - - - - - - - - - - - - - - - - - - - - - -

- - - - - - - - - - - D e d u c t i o n s - - - - - - - - - -

Class

Record Date

Prior Interest Due

Date

Current Interest

Due Date

Cumulative Interest

Payment

Interest Rate

SWAP Agreement

Prepayment

Premiums

Prior Int Carry-Fwd

Shortfall

Distribution Date: 25-Oct-07

Bond Interest Reconciliation - Part II

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 15 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Bond Interest Reconciliation - Part II

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

II-M5

24-Oct-07

25-Sep-07

25-Oct-07

43,422.91

0.00

II-M6

24-Oct-07

25-Sep-07

25-Oct-07

109,959.88

0.00

II-M7

24-Oct-07

25-Sep-07

25-Oct-07

35,735.16

0.00

II-M8

24-Oct-07

25-Sep-07

25-Oct-07

82,463.91

0.00

II-M9

24-Oct-07

25-Sep-07

25-Oct-07

41,219.98

0.00

I-P

28-Sep-07

25-Sep-07

25-Oct-07

46,106.46

0.00

13,249.79

0.00

II-P

28-Sep-07

25-Sep-07

25-Oct-07

0.00

I-XS

28-Sep-07

25-Sep-07

25-Oct-07

5,445,042.87

0.00

1,307,009.36

0.00

I-CX

28-Sep-07

25-Sep-07

25-Oct-07

0.00

I-SX

28-Sep-07

25-Sep-07

25-Oct-07

26,113.79

0.00

II-XS

28-Sep-07

25-Sep-07

25-Oct-07

1,635,390.25

0.00

432,352.57

0.00

II-CX

28-Sep-07

25-Sep-07

25-Oct-07

0.00

I-LTR

28-Sep-07

25-Sep-07

25-Oct-07

0.00

I-R

28-Sep-07

25-Sep-07

25-Oct-07

0.00

II-LTR

28-Sep-07

25-Sep-07

25-Oct-07

0.00

II-R

28-Sep-07

25-Sep-07

25-Oct-07

0.00

Total

28,050,206.91

0.00

13,249.79

0.00

1,739,361.93

0.00

Current Basis Risk

Carry-Fwd

Shortfall

(1)

Other Interest Proceeds are additional interest amounts specifically allocated to the bond(s) and used in determining the bonds Distributable Interest.

(2)

Interest Carry-Forward Shortfall is unpaid interest with interest thereon.

(3)

Basis Risk Carry-Forward Shortfall - difference between LIBOR plus margin and the Net Rate Cap.

Prior Shortfall

Reimbursement

Other Interest

Proceeds

(1)

Other Interest

Losses

Current Int Carry-

Fwd Shortfall

(2)

Cumulative Interest

Payment

Interest Rate

SWAP Agreement

Prepayment

Premiums

Prior Int Carry-Fwd

Shortfall

Class

Record Date

Prior Interest Due

Date

Current Interest

Due Date

- - - - - - - - - - - - - - - - - - - - - - A d d i t i o n s - - - - - - - - - - - - - - - - - - - - - - -

- - - - - - - - - - - D e d u c t i o n s - - - - - - - - - -

Page 16 of 46

31-Oct-2007 07:51

I-AIO

657,339,000.00

635,688,600.95

0.00

627,270,852.92

25-Jul-67

N/A

I-A1-1

370,108,000.00

351,135,270.98

96,149.06

7,280,511.85

0.00

26,349,389.93

0.00

343,758,610.07

25-Jul-67

N/A

I-A1-2

10,000,000.00

9,487,373.17

2,597.86

196,713.17

0.00

711,937.85

0.00

9,288,062.14

25-Jul-67

N/A

I-A2

142,759,000.00

0.00

142,759,000.00

25-Jul-67

N/A

I-A3

68,738,000.00

0.00

68,738,000.00

25-Jul-67

N/A

I-A4-1

56,034,000.00

54,188,440.16

0.00

717,559.88

0.00

2,563,119.73

0.00

53,470,880.28

25-Jul-67

N/A

I-A4-2

9,700,000.00

9,380,516.64

0.00

124,216.20

0.00

443,699.56

0.00

9,256,300.44

25-Jul-67

N/A

I-M1

24,161,000.00

0.00

24,161,000.00

25-Jul-67

N/A

I-M2

13,039,000.00

0.00

13,039,000.00

25-Jul-67

N/A

I-M3

8,053,000.00

0.00

8,053,000.00

25-Jul-67

N/A

I-M4

7,286,000.00

0.00

7,286,000.00

25-Jul-67

N/A

I-M5

7,670,000.00

0.00

7,670,000.00

25-Jul-67

N/A

I-M6

6,136,000.00

0.00

6,136,000.00

25-Jul-67

N/A

I-M7

6,519,000.00

0.00

6,519,000.00

25-Jul-67

N/A

I-M8

4,985,000.00

0.00

4,985,000.00

25-Jul-67

N/A

I-M9

4,985,000.00

0.00

4,985,000.00

25-Jul-67

N/A

II-AIO

156,082,000.00

138,127,771.30

0.00

135,489,014.27

25-Jul-67

N/A

II-A1

92,263,000.00

81,649,918.40

29,095.66

1,530,723.15

0.00

12,172,900.41

0.00

80,090,099.59

25-Jul-67

N/A

II-A2

34,000,000.00

30,088,954.68

10,722.09

564,089.47

0.00

4,485,856.90

0.00

29,514,143.11

25-Jul-67

N/A

II-A3

44,811,000.00

39,656,357.30

14,131.40

743,453.33

0.00

5,912,227.43

0.00

38,898,772.56

25-Jul-67

N/A

II-A4

19,008,000.00

16,821,495.60

5,994.28

315,359.20

0.00

2,507,857.87

0.00

16,500,142.13

25-Jul-67

N/A

II-M1

5,394,000.00

0.00

5,394,000.00

25-Jul-67

N/A

II-M2

4,820,000.00

0.00

4,820,000.00

25-Jul-67

N/A

II-M3

2,869,000.00

0.00

2,869,000.00

25-Jul-67

N/A

II-M4

7,805,000.00

0.00

7,805,000.00

25-Jul-67

N/A

II-M5

1,951,000.00

0.00

1,951,000.00

25-Jul-67

N/A

II-M6

4,591,000.00

0.00

4,591,000.00

25-Jul-67

N/A

II-M7

1,492,000.00

0.00

1,492,000.00

25-Jul-67

N/A

Ending

Class Balance

Rated

Final

Maturity

Original

Current

Prior
Loss

Reimburs.

Current

Losses

Cumulative

Losses

Interest on

Losses

- - - - - - - - - - - - - - - - L o s s e s - - - - - - - - - - - - - - -

- Credit Support -

Class

Original Class

Balance

Beginning Class

Balance

Scheduled

Principal Payment

Unscheduled

Principal

Payment

Extra

Principal

Payment

Cumulative

Principal Payment

Distribution Date: 25-Oct-07

Bond Principal Reconciliation

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 17 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Bond Principal Reconciliation

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

II-M8

3,443,000.00

0.00

3,443,000.00

25-Jul-67

N/A

II-M9

1,721,000.00

0.00

1,721,000.00

25-Jul-67

N/A

I-P

100.00

0.00

100.00

25-Jul-67

N/A

II-P

100.00

0.00

100.00

25-Jul-67

N/A

I-XS

767,024,268.00

745,368,450.33

0.00

736,950,702.29

25-Jul-67

N/A

I-CX

767,024,268.00

745,368,450.33

0.00

736,950,702.29

25-Jul-67

N/A

I-SX

767,024,268.00

745,368,450.33

0.00

736,950,702.29

25-Jul-67

N/A

II-XS

229,569,596.00

207,812,396.28

0.00

204,598,827.69

25-Jul-67

N/A

II-CX

229,569,596.00

207,812,396.28

0.00

204,598,827.69

25-Jul-67

N/A

I-LTR

0.00

25-Jul-67

N/A

I-R

0.00

25-Jul-67

N/A

II-LTR

0.00

25-Jul-67

N/A

II-R

0.00

25-Jul-67

N/A

Total

964,341,200.00

920,825,526.92

158,690.35

11,472,626.25

0.00

55,146,989.68

0.00

909,194,210.31

Rated

Final

Maturity

Original

Current

Losses

Cumulative

Losses

Interest on

Losses

Ending

Class Balance

Unscheduled

Principal

Payment

Extra

Principal

Payment

Cumulative

Principal Payment

Prior
Loss

Reimburs.

Class

Original Class

Balance

Beginning Class

Balance

Scheduled

Principal Payment

- - - - - - - - - - - - - - - - L o s s e s - - - - - - - - - - - - - - -

- Credit Support -

Page 18 of 46

31-Oct-2007 07:51

Class

CUSIP

Fitch

Moody's

DBRS

S&P

I-AIO

525237AF0

Aaa

AAA

I-A1-1

525237BF9

Aaa

AAA

I-A1-2

525237BG7

Aaa

AAA

I-A2

525237AB9

Aaa

AAA

I-A3

525237AC7

Aaa

AAA

I-A4-1

525237BH5

Aaa

AAA

I-A4-2

525237BJ1

Aaa

AAA

I-M1

525237AG8

Aa1

AA+

I-M2

525237AH6

Aa2

I-M3

525237AJ2

Aa3

I-M4

525237AK9

AA-

I-M5

525237AL7

A+

I-M6

525237AM5

I-M7

525237AN3

Baa1

A-

I-M8

525237AP8

Baa2

BBB+

I-M9

525237AQ6

Baa3

BBB

II-AIO

525237AV5

Aaa

AAA

II-A1

525237AR4

Aaa

AAA

II-A2

525237AS2

Aaa

AAA

II-A3

525237AT0

Aaa

AAA

II-A4

525237AU7

Aaa

AAA

II-M1

525237AW3

Aa1

AA+

II-M2

525237AX1

Aa2

AA+

II-M3

525237AY9

Aa3

AA+

II-M4

525237AZ6

II-M5

525237BA0

AA-

NR - Designates that the class was not rated by the rating agency.

(1)

Changed ratings provided on this report are based on information provided by the applicable rating agency via electronic transmission. It shall be understood that this transmission will generally have been provided to LaSalle within 30 days of the payment

date listed on this statement. Because ratings may have changed during the 30 day window, or may not be being provided by the rating agency in an electronic format and therefore not being updated on this report, LaSalle recommends that investors obtain current rating
information directly from the rating agency.

- - - - - - - - - - - - O r i g i n a l R a t i n g s - - - - - - - - - -

- - - - - - - - - - - - - - - - R a t i n g s C h a n g e / C h a n g e D a t e

(1)

- - - - - - - - - - - - - - - -

Fitch

Moody's

DBRS

S&P

Distribution Date: 25-Oct-07

Ratings Information

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 19 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Ratings Information

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Class

CUSIP

Fitch

Moody's

DBRS

S&P

II-M6

525237BB8

II-M7

525237BC6

A-

II-M8

525237BD4

BBB

II-M9

525237BE2

BBB-

I-P

9ABSDC360

II-P

9ABSDC378

I-X

9ABSDC386

II-X

9ABSDC394

NR - Designates that the class was not rated by the rating agency.

(1)

- - - - - - - - - - - - O r i g i n a l R a t i n g s - - - - - - - - - -

- - - - - - - - - - - - - - - - R a t i n g s C h a n g e / C h a n g e D a t e

(1)

- - - - - - - - - - - - - - - -

Fitch

Moody's

DBRS

S&P

Page 20 of 46

31-Oct-2007 07:51

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

25-Oct-07

3,936

857,922,517

103

32,741,235

35,103,665

705,776

198,541

14,877,796

25-Sep-07

4,082

897,257,934

115

40,339,808

14,210,027

1,373,078

27-Aug-07

4,240

943,697,104

19,234,793

493,024

25-Jul-07

4,378

977,475,061

210,000

25-Oct-07

94.01%

91.12%

2.46%

3.48%

2.32%

3.73%

0.07%

0.02%

1.12%

1.58%

0.00%

25-Sep-07

96.09%

94.13%

2.71%

4.23%

1.11%

1.49%

0.00%

0.09%

0.14%

0.00%

27-Aug-07

98.56%

97.95%

1.42%

2.00%

0.00%

0.02%

0.05%

0.00%

25-Jul-07

99.98%

0.02%

0.00%

Total (All Loans)

Delinquency Balances are Exclusive of REO, Foreclosures and Bankruptcies.

Delinq 3+ Months

Bankruptcy

Foreclosure

REO

Distribution

Date

Current

Delinq 1 Month

Delinq 2 Months

Distribution Date: 25-Oct-07

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part I (as of Cut-Off)

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 21 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part I (as of Cut-Off)

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

25-Oct-07

2,666

667,942,741

27,486,124

30,599,310

705,776

198,541

10,018,211

25-Sep-07

2,774

699,496,018

35,150,074

9,668,281

1,054,078

27-Aug-07

2,883

735,722,426

13,734,690

493,024

25-Jul-07

2,951

756,555,476

210,000

25-Oct-07

93.18%

90.64%

3.01%

3.73%

2.73%

4.15%

0.10%

0.03%

0.94%

1.36%

0.00%

25-Sep-07

95.72%

93.85%

3.21%

4.72%

0.97%

1.30%

0.00%

0.10%

0.14%

0.00%

27-Aug-07

98.63%

98.10%

1.33%

1.83%

0.00%

0.03%

0.07%

0.00%

25-Jul-07

99.97%

0.03%

0.00%

Group I

Delinquency Balances are Exclusive of REO, Foreclosures and Bankruptcies.

Distribution

Date

Current

Delinq 1 Month

Delinq 2 Months

Delinq 3+ Months

Bankruptcy

Foreclosure

REO

Group I

Page 22 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part I (as of Cut-Off)

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

25-Oct-07

1,270

189,979,776

5,255,112

4,504,355

4,859,585

25-Sep-07

1,308

197,761,916

5,189,734

4,541,746

319,000

27-Aug-07

1,357

207,974,679

5,500,103

25-Jul-07

1,427

220,919,585

25-Oct-07

95.78%

92.85%

1.28%

2.57%

1.43%

2.20%

0.00%

1.51%

2.38%

0.00%

25-Sep-07

96.89%

95.16%

1.63%

2.50%

1.41%

2.19%

0.00%

0.07%

0.15%

0.00%

27-Aug-07

98.40%

97.42%

1.60%

2.58%

0.00%

25-Jul-07

100.00%

0.00%

Delinquency Balances are Exclusive of REO, Foreclosures and Bankruptcies.

REO

Group II

Distribution

Date

Current

Delinq 1 Month

Delinq 2 Months

Delinq 3+ Months

Bankruptcy

Foreclosure

Page 23 of 46

31-Oct-2007 07:51

Balance

25-Oct-07

144,575

14,733,221

198,541

25-Sep-07

1,373,078

27-Aug-07

493,024

25-Jul-07

25-Oct-07

0.00%

0.02%

1.10%

1.56%

0.00%

0.02%

0.00%

25-Sep-07

0.00%

0.09%

0.14%

0.00%

27-Aug-07

0.00%

0.02%

0.05%

0.00%

25-Jul-07

0.00%

61-90 Days

90 + Days

Total (All Loans)

61-90 Days

90 + Days

Current

31-60 Days

- - - - - - - - - - - I n F o r e c l o s u r e a n d D e l i n q u e n t - - - - - - - - - - - - -

- - - - - - - - - - - - - - - I n R E O a n d D e l i n q u e n t - - - - - - - - - - - - - -

- - - - - - - - - - - - - I n B a n k r u p t c y a n d D e l i n q u e n t - - - - - - - - - - - - -

Distribution

Date

Current

31-60 Days

61-90 Days

90 + Days

Current

31-60 Days

Distribution Date: 25-Oct-07

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part II (as of Cut-Off)

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 24 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part II (as of Cut-Off)

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Balance

25-Oct-07

10,018,211

198,541

25-Sep-07

1,054,078

27-Aug-07

493,024

25-Jul-07

25-Oct-07

0.00%

0.94%

1.36%

0.00%

0.03%

0.00%

25-Sep-07

0.00%

0.10%

0.14%

0.00%

27-Aug-07

0.00%

0.03%

0.07%

0.00%

25-Jul-07

0.00%

31-60 Days

61-90 Days

90 + Days

Group I

- - - - - - - - - - - I n F o r e c l o s u r e a n d D e l i n q u e n t - - - - - - - - - - - - -

- - - - - - - - - - - - - - - I n R E O a n d D e l i n q u e n t - - - - - - - - - - - - - -

- - - - - - - - - - - - - I n B a n k r u p t c y a n d D e l i n q u e n t - - - - - - - - - - - - -

Distribution

Date

Current

31-60 Days

61-90 Days

Group I

90 + Days

Current

31-60 Days

61-90 Days

90 + Days

Current

Page 25 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part II (as of Cut-Off)

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Balance

25-Oct-07

144,575

4,715,010

25-Sep-07

319,000

27-Aug-07

25-Jul-07

25-Oct-07

0.00%

0.08%

0.07%

1.43%

2.30%

0.00%

25-Sep-07

0.00%

0.07%

0.15%

0.00%

27-Aug-07

0.00%

25-Jul-07

0.00%

90 + Days

Group II

90 + Days

Current

31-60 Days

61-90 Days

90 + Days

Current

31-60 Days

61-90 Days

Distribution

Date

Current

31-60 Days

61-90 Days

- - - - - - - - - - - I n F o r e c l o s u r e a n d D e l i n q u e n t - - - - - - - - - - - - -

- - - - - - - - - - - - - - - I n R E O a n d D e l i n q u e n t - - - - - - - - - - - - - -

- - - - - - - - - - - - - I n B a n k r u p t c y a n d D e l i n q u e n t - - - - - - - - - - - - -

Page 26 of 46

31-Oct-2007 07:51

Insurance

Substitution

Liquidation

Remaining Term

Balance

Proceeds

Amount

Life

Coupon

Remit

25-Oct-07

4,187

941,549,530

11,401,383

0.00

319

9.05%

8.72%

25-Sep-07

4,248

953,180,847

10,061,239

0.00

320

9.06%

8.73%

27-Aug-07

4,302

963,424,922

13,977,242

0.00

321

9.07%

8.78%

25-Jul-07

4,379

977,685,061

102

18,613,837

0.00

324

9.09%

8.77%

25-Oct-07

2,861

736,950,702

8,273,374

0.00

309

8.86%

8.52%

25-Sep-07

2,898

745,368,450

4,464,378

0.00

310

8.87%

8.52%

27-Aug-07

2,923

749,950,140

6,596,265

0.00

311

8.88%

8.57%

25-Jul-07

2,952

756,765,476

10,033,173

0.00

314

8.89%

8.54%

Curr Weighted Avg.

Total (All Loans)

Group I

Distribution

Date

Ending Pool

Payoffs

Realized Losses

Distribution Date: 25-Oct-07

Asset-Backed Facts ~ 15 Month Historical Payoff/Loss Summary

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 27 of 46

31-Oct-2007 07:51

Distribution Date: 25-Oct-07

Asset-Backed Facts ~ 15 Month Historical Payoff/Loss Summary

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Insurance

Substitution

Liquidation

Remaining Term

Balance

Proceeds

Amount

Life

Coupon

Remit

25-Oct-07

1,326

204,598,828

3,128,009

0.00

353

9.70%

9.45%

25-Sep-07

1,350

207,812,396

5,596,861

0.00

354

9.71%

9.46%

27-Aug-07

1,379

213,474,782

7,380,977

0.00

355

9.74%

9.53%

25-Jul-07

1,427

220,919,585

8,580,664

0.00

356

9.76%

9.51%

Curr Weighted Avg.

Group II

Distribution

Date

Ending Pool

Payoffs

Realized Losses

Page 28 of 46

31-Oct-2007 07:51

SMM (Single Monthly Mortality)

Total

Current Period

1.20%

3-Month Average

1.23%

6-Month Average

1.39%

12-Month Average

1.39%

Average Since Cut-Off

1.39%

CPR (Conditional Prepayment Rate)

Total

Current Period

13.53%

3-Month Average

13.80%

6-Month Average

15.44%

12-Month Average

15.44%

Average Since Cut-Off

15.44%

PSA (Public Securities Association)

Total

Current Period

225%

3-Month Average

230%

6-Month Average

257%

12-Month Average

257%

Average Since Cut-Off

257%

SMM

Single Monthly Mortality

(Partial and Full Prepayments + Repurchases + Curtailments + Liquidations + Other Prin Proceeds) / (Beginning Collateral Bal - Scheduled Prin)

CPR

Conditional Prepayment Rate

1 - (1 - SMM)^12)

PSA

Public Securities Association

100 * CPR / (0.2 * MIN(30,WAS))

WAS

Weighted Average Seasoning

(Original Term - Remaining Term) * (Current Scheduled Balance / Deal Scheduled Principal Balance)

Total (All Loans)

Distribution Date: 25-Oct-07

Prepayment Summary

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

0.00%

2.43%

4.86%

7.29%

9.71%

12.14%

14.57%

17.00%

Nov-06

Dec-06

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

0.00%

14.29%

28.57%

42.86%

57.14%

71.43%

85.71%

100.00%

Nov-06

Dec-06

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

229%

457%

686%

914%

1143%

1371%

1600%

Nov-06

Dec-06

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Page 29 of 46

31-Oct-2007 07:51

Min

Max

Count

% of Total

Balance

% of Total

Min

Max

Count

% of Total

Balance

% of Total

6,000

72,000

419

10.01%

23,386,530

2.48%

22,000

71,000

447

9.98%

24,776,459

2.49%

72,000

94,000

336

8.02%

27,787,109

2.95%

71,000

92,000

356

7.94%

29,012,164

2.91%

94,000

116,000

335

8.00%

35,477,120

3.77%

92,000

113,000

337

7.52%

34,832,579

3.50%

116,000

138,000

394

9.41%

49,912,503

5.30%

113,000

134,000

407

9.08%

50,217,691

5.04%

138,000

160,000

375

8.96%

55,845,391

5.93%

134,000

155,000

390

8.70%

56,501,445

5.67%

160,000

180,000

257

6.14%

43,809,806

4.65%

155,000

178,000

308

6.87%

51,203,266

5.14%

180,000

238,000

587

14.02%

121,883,912

12.95%

178,000

235,000

660

14.73%

135,196,867

13.57%

238,000

296,000

445

10.63%

117,620,636

12.49%

235,000

292,000

462

10.31%

120,891,348

12.13%

296,000

354,000

278

6.64%

89,367,849

9.49%

292,000

349,000

299

6.67%

95,073,971

9.54%

354,000

412,000

144

3.44%

54,817,570

5.82%

349,000

406,000

163

3.64%

61,077,466

6.13%

412,000

469,000

200

4.78%

88,041,261

9.35%

406,000

463,000

204

4.55%

88,943,110

8.92%

469,000

946,000

417

9.96%

233,599,843

24.81%

463,000

971,000

448

10.00%

248,867,498

24.97%

4,187

100.00%

941,549,530

100.00%

4,481

100.00%

996,593,864

100.00%

Min

Max

Count

% of Total

Balance

% of Total

Min

Max

Count

% of Total

Balance

% of Total

5.75%

7.81%

397

9.48%

131,169,262

13.93%

5.75%

7.84%

430

9.60%

139,499,147

14.00%

7.81%

8.06%

277

6.62%

76,007,389

8.07%

7.84%

8.09%

277

6.18%

76,832,092

7.71%

8.06%

8.31%

279

6.66%

68,283,743

7.25%

8.09%

8.34%

288

6.43%

69,172,989

6.94%

8.31%

8.56%

339

8.10%

76,867,037

8.16%

8.34%

8.59%

355

7.92%

80,781,487

8.11%

8.56%

8.81%

343

8.19%

75,574,127

8.03%

8.59%

8.84%

362

8.08%

78,326,523

7.86%

8.81%

9.10%

473

11.30%

99,043,951

10.52%

8.84%

9.15%

543

12.12%

111,584,756

11.20%

9.10%

9.39%

328

7.83%

64,021,400

6.80%

9.15%

9.45%

356

7.94%

69,181,621

6.94%

9.39%

9.69%

386

9.22%

72,586,840

7.71%

9.45%

9.75%

480

10.71%

90,179,011

9.05%

9.69%

9.98%

484

11.56%

96,271,070

10.22%

9.75%

10.05%

425

9.48%

85,958,848

8.63%

9.98%

10.28%

223

5.33%

46,497,538

4.94%

10.05%

10.34%

231

5.16%

47,757,970

4.79%

10.28%

10.63%

258

6.16%

53,045,600

5.63%

10.34%

10.69%

277

6.18%

55,329,812

5.55%

10.63%

15.00%

400

9.55%

82,181,572

8.73%

10.69%

15.70%

457

10.20%

91,989,608

9.23%

4,187

100.00%

941,549,530

100.00%

4,481

100.00%

996,593,864

100.00%

Total (All Loans)

Distribution by Current Ending Principal Balance

Distribution by Cut-off Principal Balance

Distribution by Current Mortgage Rate

Distribution by Original Mortgage Rate

Distribution Date: 25-Oct-07

Mortgage Loan Characteristics Part I

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 30 of 46

31-Oct-2007 07:52

2,222

617,965,129

65.63%

300.44

8.80%

2,335

644,047,744

64.62%

360.00

8.83%

1,965

323,584,401

34.37%

353.35

9.50%

2,146

352,546,120

35.38%

360.00

9.57%

4,187

941,549,530

100.00%

4,481

996,593,864

100.00%

2,468

517,460,258

54.96%

316.77

8.93%

2,651

548,126,520

55.00%

360.00

8.98%

720

196,494,135

20.87%

312.21

8.81%

780

210,002,430

21.07%

360.00

8.87%

658

145,471,982

15.45%

336.33

9.45%

690

152,649,666

15.32%

360.00

9.51%

341

82,123,155

8.72%

314.30

9.56%

360

85,815,247

8.61%

360.00

9.58%

4,187

941,549,530

100.00%

4,481

996,593,864

100.00%

Total

Multifamily

Condo - Low Facility

Distribution by Property Types (Cut-off)

Property Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

SF Unattached Dwelling

PUD

Total

SF Unattached Dwelling

PUD

Multifamily

Condo - Low Facility

Distribution by Property Types (Current)

Property Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Total

Adjustable

Fixed 1st Lien

Distribution by Product Characteristics (Cut-off)

Product Type

# of

Loans

Original Principal

Balance

% of

Balance

WAMM

WAC

Total

Fixed 1st Lien

Distribution by Product Characteristics (Current)

Product Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Adjustable

Total (All Loans)

Distribution Date: 25-Oct-07

Mortgage Loan Characteristics Part II

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 31 of 46

31-Oct-2007 07:52

Distribution Date: 25-Oct-07

Mortgage Loan Characteristics Part II

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

2,720

454,034,275

48.22%

332.50

9.49%

2,979

496,987,010

49.87%

360.00

9.54%

1,188

412,615,095

43.82%

304.01

8.52%

1,218

423,328,687

42.48%

360.00

8.54%

279

74,900,160

7.95%

315.00

9.16%

284

76,278,168

7.65%

360.00

9.16%

4,187

941,549,530

100.00%

4,481

996,593,864

100.00%

3,629

789,715,682

83.87%

319.67

9.13%

3,910

841,575,401

84.45%

360.00

9.18%

390

104,401,652

11.09%

313.71

8.78%

399

106,490,694

10.69%

360.00

8.81%

168

47,432,196

5.04%

311.98

8.05%

172

48,527,769

4.87%

360.00

8.10%

4,187

941,549,530

100.00%

4,481

996,593,864

100.00%

Distribution by Loan Purpose (Current)

Loan Purpose

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Distribution by Loan Purpose (Cut-off)

Loan Purpose

Total

Distribution by Occupancy Type (Cut-off)

Occupancy Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Total

Distribution by Occupancy Type (Current)

Total (All Loans)

Total

Refinance/Equity Takeout

Refinance/No Cash Out

Purchase

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Owner Occupied - Primary Residence

Owner Occupied - Secondary Residence

Non-Owner Occupied

Occupancy Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Page 32 of 46

31-Oct-2007 07:52

Distribution Date: 25-Oct-07

Mortgage Loan Characteristics Part II

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

4,187

941,549,530

100.00%

318.62

9.04%

4,481

996,593,864

100.00%

360.00

9.09%

WAC

# of

Loans

Ending Balance

% of

Balance

WAMM

Total (All Loans)

Unknown

Originator

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Originator

Distribution by Originator Concentration > 10% (Current)

Distribution by Originator Concentration > 10% (Cut-off)

Page 33 of 46

31-Oct-2007 07:52

WAMM

WAC

California

316

145,719,970

15.48%

299

8.29%

Florida

354

93,226,795

9.90%

315

9.29%

Illinois

264

62,350,857

6.62%

331

9.46%

Texas

382

51,497,751

5.47%

343

9.31%

Nevada

139

46,705,468

4.96%

301

8.89%

Arizona

156

45,421,431

4.82%

307

9.04%

Georgia

247

38,862,315

4.13%

331

9.48%

Utah

146

38,703,681

4.11%

306

9.07%

New Jersey

110

34,113,274

3.62%

326

9.35%

New York

106

30,572,849

3.25%

319

8.95%

Remaining

1,967

354,375,138

37.64%

325

9.11%

WAMM

WAC

California

327

150,015,272

15.05%

360

8.32%

Florida

362

95,018,622

9.53%

360

9.31%

Illinois

279

66,007,710

6.62%

360

9.54%

Texas

411

56,169,618

5.64%

360

9.40%

Arizona

171

50,069,085

5.02%

360

9.11%

Nevada

141

47,215,344

4.74%

360

8.90%

Utah

160

41,932,092

4.21%

360

9.13%

Georgia

264

41,088,428

4.12%

360

9.53%

Colorado

183

37,016,925

3.71%

360

9.01%

New Jersey

121

36,776,632

3.69%

360

9.39%

Remaining

2,062

375,284,137

37.66%

360

9.16%

(1)

Based on Current Period Ending Principal Balance

Top 10 Original State Concentration

Geographic
Distribution

# of

Loans

Balance

(1)

% of

Balance

Total (All Loans)

Top 10 Current State Concentration

Geographic
Distribution

# of

Loans

Balance

(1)

% of

Balance

Distribution Date: 25-Oct-07

Geographic Concentration

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Top 10 Current State Concentration

California

Texas

Illinois

Florida

New York

New Jersey

Utah

Georgia

Arizona

Nevada

Remaining

Page 34 of 46

31-Oct-2007 07:52

Current Total

0.00

Cumulative

0.00

C
M
N
O
P

REO
Short Pay
Third Party
Write-off
Assigned

R
S
T
W
A

1
2
3
4
5

6
7
8
9

Liq. Type Code - Legend
Charge-off
Matured
Repurchase
Note Sale
Paid in Full

Adjustment Legend
Escrow Bal/Adv
MREC
Rest'd Escrow
Replacement Res.
Suspense

Third Party
Charged Off/Matured
Side Note
Manual

0.00

Loss-Certs

Adjusted

Liq Type

Adj Type

Total (All Loans)

Disclosure Control

Period

Original

Liquidation

Balance

Net Liquidation

Proceeds

Loss-Loan Non-

adjusted

Loss to Trust

Loss-Certs Non-

adjusted

Subsequent

Recov/(Exp)

Loss-Loan

Adjusted

Distribution Date: 25-Oct-07

Current Period Realized Loss Detail

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 35 of 46

31-Oct-2007 07:52

Distribution Date

Beginning Scheduled

Balance

Net Liquidation

Proceeds

Realized Loss

Loan Count

Realized Loss

Adjusted

Cumulative

Realized Loss

Amount

Count

Amount

Count

Amount

Count

25-Oct-07

0.00

25-Sep-07

0.00

27-Aug-07

0.00

25-Jul-07

0.00

Total

0.00

Total (All Loans)

- - - - - - - - - - - - - - - - - C u r r e n t R e a l i z e d L o s s - - - - - - - - - - - - - - - - -

- - - - - - - - - - - - - - P r e v i o u s L i q u i d a t i o n s / P a y o f f s - - - - - - - - - - - - - -

Claims on Prior

Liquidations

Recovery on Prior

Liquidations

(Claims)/Recoveries on

Prior Payoffs

Distribution Date: 25-Oct-07

Historical Realized Loss Summary

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 36 of 46

31-Oct-2007 07:52

Distribution Date: 25-Oct-07

Historical Realized Loss Summary

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Distribution Date

Beginning Scheduled

Balance

Net Liquidation

Proceeds

Realized Loss

Loan Count

Realized Loss

Adjusted

Cumulative

Realized Loss

Amount

Count

Amount

Count

Amount

Count

25-Oct-07

0.00

25-Sep-07

0.00

27-Aug-07

0.00

25-Jul-07

0.00

Total

0.00

Group I

- - - - - - - - - - - - - - - - - C u r r e n t R e a l i z e d L o s s - - - - - - - - - - - - - - - - -

- - - - - - - - - - - - - - P r e v i o u s L i q u i d a t i o n s / P a y o f f s - - - - - - - - - - - - - -

Claims on Prior

Liquidations

Recovery on Prior

Liquidations

(Claims)/Recoveries on

Prior Payoffs

Page 37 of 46

31-Oct-2007 07:52

Distribution Date: 25-Oct-07

Historical Realized Loss Summary

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Distribution Date

Beginning Scheduled

Balance

Net Liquidation

Proceeds

Realized Loss

Loan Count

Realized Loss

Adjusted

Cumulative

Realized Loss

Amount

Count

Amount

Count

Amount

Count

25-Oct-07

0.00

25-Sep-07

0.00

27-Aug-07

0.00

25-Jul-07

0.00

Total

0.00

Group II

- - - - - - - - - - - - - - - - - C u r r e n t R e a l i z e d L o s s - - - - - - - - - - - - - - - - -

- - - - - - - - - - - - - - P r e v i o u s L i q u i d a t i o n s / P a y o f f s - - - - - - - - - - - - - -

Claims on Prior

Liquidations

Recovery on Prior

Liquidations

(Claims)/Recoveries on

Prior Payoffs

Page 38 of 46

31-Oct-2007 07:52

MDR (monthly Default Rate)

Total

Current Period

0.00%

3-Month Average

0.00%

6-Month Average

0.00%

12-Month Average

0.00%

Average Since Cut-Off

0.00%

CDR (Conditional Default Rate)

Total

Current Period

0.00%

3-Month Average

0.00%

6-Month Average

0.00%

12-Month Average

0.00%

Average Since Cut-Off

0.00%

SDA (Standard Default Assumption)

Total

Current Period

0.00%

3-Month Average

0.00%

6-Month Average

0.00%

12-Month Average

0.00%

Average Since Cut-Off

0.00%

MDR

Monthly Default Rate

(Beginning Principal Balance of Liquidated Loans) / (Total Beginning Principal Balance)

CDR

Conditional Default Rate

1 - (1 - MDR)^12

SDA

Standard Default Assumption

If WAS=30 then CDR/(WAS*0.02) else if 30<WAS=60 then CDR/0.6 else if 60<WAS=120 then CDR/(0.6-((WAS-60)*0.0095)) else if WAS>120 then CDR/0.03

WAS

Weighted Average Seasoning

(Original Term - Remaining Term) * (Current Scheduled Balance / Deal Scheduled Principal Balance)

Total (All Loans)

Distribution Date: 25-Oct-07

Realized Loss Summary

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

0.00%

0.86%

1.71%

2.57%

3.43%

4.29%

5.14%

6.00%

Nov-06

Dec-06

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

0.00%

7.14%

14.29%

21.43%

28.57%

35.71%

42.86%

50.00%

Nov-06

Dec-06

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

286%

571%

857%

1143%

1429%

1714%

2000%

Nov-06

Dec-06

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Page 39 of 46

31-Oct-2007 07:52

Material breaches of pool asset representation or warranties or transaction covenants.

Material Breach Description

Disclosure

Control #

Loan Group #

Ending Principal

Balance

Material Breach

Date

Distribution Date: 25-Oct-07

Material Breaches Detail

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 40 of 46

31-Oct-2007 07:52

Modifications include any extensions or waivers to the mortgage loan terms, fees, penalties or payments during the preceding calendar month or that have become material over time.

Total (All Loans)

Disclosure

Control #

Loan Group #

Modified Maturity

Date

Cutoff Maturity

Date

Modification Description

Distribution Date: 25-Oct-07

Modified Loan Detail

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 41 of 46

31-Oct-2007 07:52

Total

0.00

Realized Loss

Appraisal

Reduction

Amount

Date

Liquidated

Liquidation

Proceeds

Liquidation

Expenses

Total (All Loans)

Disclosure

Control #

REO Date

City

State

Property Type

Actual Balance

Scheduled

Balance

Recent

Appraisal

Value

Appraisal

Date

Distribution Date: 25-Oct-07

Historical Collateral Level REO Report

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 42 of 46

31-Oct-2007 07:52

Distribution Date: 25-Oct-07

Historical Collateral Level REO Report

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Total

0.00

Actual Balance

Scheduled

Balance

Recent

Appraisal

Value

Appraisal

Date

REO Date

City

State

Property Type

Realized Loss

Appraisal

Reduction

Amount

Date

Liquidated

Liquidation

Proceeds

Liquidation

Expenses

Group I

Disclosure

Control #

Page 43 of 46

31-Oct-2007 07:52

Distribution Date: 25-Oct-07

Historical Collateral Level REO Report

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Total

0.00

Group II

Disclosure

Control #

REO Date

City

State

Property Type

Actual Balance

Scheduled

Balance

Recent

Appraisal

Value

Appraisal

Date

Realized Loss

Appraisal

Reduction

Amount

Date

Liquidated

Liquidation

Proceeds

Liquidation

Expenses

Page 44 of 46

31-Oct-2007 07:52

Substitution Code

- - - Loans Substituted Into Pool - - -

- - - - - - - - - - Loans Substituted Out of Pool - - - - - - - - - -

Investor #

Period

Beginning Principal Balance

Investor #

Period

Beginning Principal

Balance

Adjusted for Principal

Distribution Date: 25-Oct-07

Substitution Detail History

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 45 of 46

31-Oct-2007 07:52

- - - Loans Substituted Into Pool - - -

- - - Loans Substituted Out of Pool - - -

Period

Count

Beginning Principal Balance

Count

Beginning Principal Balance

Adjusted for Principal

Difference Into vs.

Out

Distribution Date: 25-Oct-07

Substitution Detail History Summary

Revised Date: 31-Oct-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-10H

Page 46 of 46

31-Oct-2007 07:52

Lehman XS Trust 2007-10H 10-D