Outside Parties To The Transaction

Contact Information:

Payment Date:

26-Dec-07

Prior Payment:

26-Nov-07

Analyst:

Shaun Horbochuk

714.259.6217

Next Payment:

25-Jan-08

Shaun.Horbochuk@abnamro.com

Record Date:

24-Dec-07

Administrator:

Matthew Smith

312.992.0079

matthew.smith@abnamro.com

Distribution Count:

LaSalle Website:

www.etrustee.net

Closing Date:

31-May-07

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

First Pay. Date:

25-Jun-07

corporation of Bank of America, N.A. ("Bank of America") and Banc of

Rated Final Payment Date:

25-Jun-37

America Securities LLC ("BAS"), has acquired ABN AMRO North

Determination Date:

18-Dec-07

America Holding Company, parent company of LaSalle Bank Corporation
and LaSalle Bank National Association ("LaSalle"), from ABN AMRO

Delinq Method:

OTS

Bank N.V. (the "Acquisition").

Certain ERISA Considerations. Please note that Bank of America and
LaSalle have been in continuous discussions with the Office of
Exemptions at the U. S. Department of Labor (the "Department") with
regard to securing a temporary retroactive exemption beginning on the
date of the Acquisition. The exemption application was formally
submitted to the Department on September 25, 2007 with the
Department's assurance that it would receive their prompt attention.

THE PROVISION OF THIS NOTICE IS IN NO RESPECT A REPRESENTATION
BY BANK OF AMERICA, LASALLE OR ANY OTHER PERSON OR ENTITY
THAT THE ACQUISITION, HOLDING OR DISPOSITION OF ANY AFFECTED
SECURITY MEETS ANY RELEVANT LEGAL REQUIREMENTS WITH
RESPECT TO INVESTMENTS BY PLANS GENERALLY OR ANY
PARTICULAR PLAN, OR THAT THE ACQUISITION, HOLDING OR
DISPOSITION OF ANY AFFECTED SECURITY IS APPROPRIATE FOR
PLANS GENERALLY OR ANY PARTICULAR PLAN.

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

ABN AMRO Acct : 724772.1

Depositor: Structured Asset Securities Corporation

Underwriter: Lehman Brothers Inc.

Master Servicer: Aurora Loan Services LLC

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

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

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

29-31

Mortgage Loan Characteristics Part I

Mortgage Loan Characteristics Part II

33-35

Geographic Concentration

Current Period Realized Loss Detail

Historical Realized Loss Summary

38-40

Realized Loss Summary

Material Breaches Detail

Modified Loan Detail (Historical)

Historical Collateral Level REO Report

44-46

Substitution Detail History

Substitution Detail History Summary

Table of Contents

21-Dec-2007 09:17

I-AIO

52524MAA7

416,156,000.00 N

390,049,809.57

0.00

384,707,788.90

476,793.64

0.00

1.4668700000%

I-A1

52524MAB5

238,255,000.00

214,759,390.99

4,807,826.31

0.00

209,951,564.68

877,494.34

0.00

4.9031300000%

I-A2

52524MAC3

91,102,000.00

91,101,999.99

0.00

91,101,999.99

382,106.84

0.00

5.0331300000%

I-A3

52524MAD1

45,184,000.00

45,183,999.99

0.00

45,183,999.99

191,396.79

0.00

5.0831300000%

I-A4

52524MAE9

41,615,000.00

39,004,418.60

534,194.36

0.00

38,470,224.24

165,870.52

0.00

5.1031300000%

I-M1

52524MAG4

14,400,000.00

14,399,999.98

0.00

14,399,999.98

61,597.56

0.00

5.1331300000%

I-M2

52524MAH2

12,000,000.00

11,999,999.99

0.00

11,999,999.99

51,831.30

0.00

5.1831300000%

I-M3

52524MAJ8

4,320,000.00

4,319,999.99

0.00

4,319,999.99

18,839.27

0.00

5.2331300000%

I-M4

52524MAK5

5,280,000.00

5,279,999.99

0.00

5,279,999.99

23,685.77

0.00

5.3831300000%

I-M5

52524MAL3

4,560,000.00

4,559,999.99

0.00

4,559,999.99

21,215.89

0.00

5.5831300000%

I-M6

52524MAM1

2,880,000.00

2,879,999.99

0.00

2,879,999.99

14,119.51

0.00

5.8831300000%

I-M7

52524MAN9

3,840,000.00

3,839,999.99

0.00

3,839,999.99

21,706.02

0.00

6.7831300000%

I-M8

52524MAP4

2,400,000.00

2,399,999.99

0.00

2,399,999.99

13,566.26

0.00

6.7831300000%

I-M9

52524MAQ2

4,080,000.00

4,079,999.99

0.00

4,079,999.99

0.00

N/A

WF-AIO

52524MAS8

156,370,000.00 N

148,959,437.35

0.00

144,458,389.46

68,273.08

0.00

0.5500000000%

WF-1

52524MAT6

99,522,000.00

92,111,437.35

4,501,047.89

0.00

87,610,389.46

378,664.75

0.00

4.9331300000%

WF-2

52524MAU3

16,225,000.00

0.00

16,225,000.00

82,071.46

0.00

6.0700000000%

WF-3

52524MAV1

13,510,000.00

0.00

13,510,000.00

71,152.67

0.00

6.3200000000%

WF-4

52524MAW9

11,476,000.00

0.00

11,476,000.00

61,874.77

0.00

6.4700000000%

WF-5

52524MAX7

15,637,000.00

0.00

15,637,000.00

78,054.69

0.00

5.9900000000%

WF-M1

52524MAY5

8,434,000.00

0.00

8,434,000.00

43,294.53

0.00

6.1600000000%

WF-M2

52524MAZ2

6,254,000.00

0.00

6,254,000.00

32,364.45

0.00

6.2100000000%

WF-M3

52524MBA6

2,084,000.00

0.00

2,084,000.00

10,871.53

0.00

6.2600000000%

WF-M4

52524MBB4

1,895,000.00

0.00

1,895,000.00

10,517.25

0.00

6.6600000000%

WF-M5

52524MBC2

1,990,000.00

0.00

1,990,000.00

11,210.33

0.00

6.7600000000%

WF-M6

52524MBD0

1,611,000.00

0.00

1,611,000.00

9,397.50

0.00

7.0000000000%

WF-M7

52524MBE8

1,800,000.00

0.00

1,800,000.00

10,500.00

0.00

7.0000000000%

WF-M8

52524MBF5

1,516,000.00

0.00

1,516,000.00

8,843.33

0.00

7.0000000000%

WF-M9

52524MBG3

1,611,000.00

0.00

1,611,000.00

9,397.50

0.00

7.0000000000%

1-P

9ABSCW151

100.00

0.00

100.00

0.00

N/A

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

BOND PAYMENT

Ending Certificate

Balance

Class

CUSIP

Original Face

Value

(1)

Beginning

Certificate

Balance

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

Page 3 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

2-P

9ABSCW169

100.00

0.00

100.00

14,691.00

N/A

1-X

9ABSCW177

480,002,515.00 N

453,889,862.29

0.00

448,547,841.61

22,271.91

N/A

2-X

9ABSCW185

189,539,322.00 N

182,124,926.01

0.00

177,623,878.12

290,087.85

N/A

1-LT-R

9ABSCW193

0.00

N/A

1-R

9ABSCW219

0.00

N/A

2-LT-R

9ABSCW201

0.00

N/A

2-R

9ABSCW227

0.00

N/A

Total

653,481,200.00

619,964,446.82

9,843,068.56

0.00

610,121,378.26

3,533,762.31

327,050.76

Total P&I Payment

13,376,830.87

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

BOND PAYMENT

Class

CUSIP

Original Face

Value

(1)

Beginning

Certificate

Balance

Principal Payment

Principal

Adjustment or

Loss

Deferred

Interest

Ending Certificate

Balance

Page 4 of 48

21-Dec-2007 09:16

I-AIO

52524MAA7

416,156,000.00 N

937.268258946

0.000000000

924.431676823

1.145708917

0.000000000

N/A

I-A1

52524MAB5

238,255,000.00

901.384613083

20.179330171

0.000000000

881.205282911

3.683004932

0.000000000

4.98500000%

I-A2

52524MAC3

91,102,000.00

999.999999890

0.000000000

999.999999890

4.194274988

0.000000000

5.11500000%

I-A3

52524MAD1

45,184,000.00

999.999999779

0.000000000

999.999999779

4.235941705

0.000000000

5.16500000%

I-A4

52524MAE9

41,615,000.00

937.268259041

12.836582002

0.000000000

924.431677040

3.985834915

0.000000000

5.18500000%

I-M1

52524MAG4

14,400,000.00

999.999998611

0.000000000

999.999998611

4.277608333

0.000000000

5.21500000%

I-M2

52524MAH2

12,000,000.00

999.999999167

0.000000000

999.999999167

4.319275000

0.000000000

5.26500000%

I-M3

52524MAJ8

4,320,000.00

999.999997685

0.000000000

999.999997685

4.360942130

0.000000000

5.31500000%

I-M4

52524MAK5

5,280,000.00

999.999998106

0.000000000

999.999998106

4.485941288

0.000000000

5.46500000%

I-M5

52524MAL3

4,560,000.00

999.999997807

0.000000000

999.999997807

4.652607456

0.000000000

5.66500000%

I-M6

52524MAM1

2,880,000.00

999.999996528

0.000000000

999.999996528

4.902607639

0.000000000

5.96500000%

I-M7

52524MAN9

3,840,000.00

999.999997396

0.000000000

999.999997396

5.652609375

0.000000000

6.86500000%

I-M8

52524MAP4

2,400,000.00

999.999995833

0.000000000

999.999995833

5.652608333

0.000000000

6.86500000%

I-M9

52524MAQ2

4,080,000.00

999.999997549

0.000000000

999.999997549

0.000000000

Fixed

WF-AIO

52524MAS8

156,370,000.00 N

952.608795485

0.000000000

923.824195562

0.436612394

0.000000000

N/A

WF-1

52524MAT6

99,522,000.00

925.538447278

45.226662346

0.000000000

880.311784932

3.804834609

0.000000000

4.86500000%

WF-2

52524MAU3

16,225,000.00

1000.000000000

0.000000000

1000.000000000

5.058333436

0.000000000

N/A

WF-3

52524MAV1

13,510,000.00

1000.000000000

0.000000000

1000.000000000

5.266666913

0.000000000

N/A

WF-4

52524MAW9

11,476,000.00

1000.000000000

0.000000000

1000.000000000

5.391666957

0.000000000

N/A

WF-5

52524MAX7

15,637,000.00

1000.000000000

0.000000000

1000.000000000

4.991666560

0.000000000

N/A

WF-M1

52524MAY5

8,434,000.00

1000.000000000

0.000000000

1000.000000000

5.133332938

0.000000000

N/A

WF-M2

52524MAZ2

6,254,000.00

1000.000000000

0.000000000

1000.000000000

5.175000000

0.000000000

N/A

WF-M3

52524MBA6

2,084,000.00

1000.000000000

0.000000000

1000.000000000

5.216665067

0.000000000

N/A

WF-M4

52524MBB4

1,895,000.00

1000.000000000

0.000000000

1000.000000000

5.550000000

0.000000000

N/A

WF-M5

52524MBC2

1,990,000.00

1000.000000000

0.000000000

1000.000000000

5.633331658

0.000000000

N/A

WF-M6

52524MBD0

1,611,000.00

1000.000000000

0.000000000

1000.000000000

5.833333333

0.000000000

N/A

WF-M7

52524MBE8

1,800,000.00

1000.000000000

0.000000000

1000.000000000

5.833333333

0.000000000

N/A

WF-M8

52524MBF5

1,516,000.00

1000.000000000

0.000000000

1000.000000000

5.833331135

0.000000000

N/A

WF-M9

52524MBG3

1,611,000.00

1000.000000000

0.000000000

1000.000000000

5.833333333

0.000000000

N/A

1-P

9ABSCW151

100.00

1000.000000000

0.000000000

1000.000000000

0.000000000

N/A

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Statement to Certificate Holders (FACTORS)

BOND PAYMENT

Class

CUSIP

Original Face

Value

Beginning Certificate

Balance *

Principal Payment

Principal

Adjustment or

Loss

Deferred Interest *

Ending Certificate

Balance *

Interest Payment *

Interest Adjustment*

Next Rate **

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

Page 5 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Statement to Certificate Holders (FACTORS)

2-P

9ABSCW169

100.00

1000.000000000

0.000000000

1000.000000000

146910.000000000

N/A

1-X

9ABSCW177

480,002,515.00 N

945.598925226

0.000000000

934.469773789

0.046399569

N/A

2-X

9ABSCW185

189,539,322.00 N

960.882016925

0.000000000

937.134712975

1.530489014

N/A

1-LT-R

9ABSCW193

0.00

0.000000000

N/A

1-R

9ABSCW219

0.00

0.000000000

N/A

2-LT-R

9ABSCW201

0.00

0.000000000

N/A

2-R

9ABSCW227

0.00

0.000000000

N/A

Original Face

Value

Beginning Certificate

Balance *

BOND PAYMENT

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

Page 6 of 48

21-Dec-2007 09:16

Interest Summary

Principal Summary

Swap Agreement

Interest Summary

Principal Summary

Group 1

Scheduled Interest

3,954,702.00

Scheduled Prin Distribution

129,774.38

Net Swap due to Administrator

0.00

Fees

152,330.70

Curtailments

17,741.78

Net Swap due to Provider

157,600.81

Remittance Interest

3,802,371.30

Prepayments in Full

5,665,465.50

Other Interest Proceeds/Shortfalls

Liquidation Proceeds

134,300.55

Swap Termination due to Administrator

0.00

Prepayment Penalties

14,691.00

Repurchase Proceeds

3,770,087.19

Swap Termination due to Provider

0.00

Other Interest Loss

0.00

Other Principal Proceeds

0.00

Other Interest Proceeds

0.00

Remittance Principal

9,717,369.40

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

14,691.00

Interest Adjusted

3,817,062.30

Senior Principal Distribution Amount

Fee Summary

Total Servicing Fees

152,330.70

Group 1 Senior Principal Distribution Amount

5,342,020.68

Total Trustee Fees

0.00

Group 2 Senior Principal Distribution Amount

4,501,047.89

LPMI Fees

0.00

Credit Manager's Fees

0.00

Reserve Fund

FDP Premiums

Misc. Fees / Trust Expense

0.00

Insurance Premium

0.00

Group 1

FDP Premiums

0.00

Total Fees

152,330.70

Beginning Balance

5,000.00

Withdrawal from Trust

0.00

Reimbursement from Waterfall

0.00

Advances (Principal & Interest)

Ending Balance

5,000.00

Group 2

Prior Month's Outstanding Advances

N/A

Beginning Balance

5,000.00

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

5,000.00

P&I Due Certificate Holders

13,376,830.89

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

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: 26-Dec-07

Cash Reconciliation Summary

Page 7 of 48

21-Dec-2007 09:16

Pool 1

Total

Interest Summary

Scheduled Interest

2,721,212.38

Fees

95,416.76

Remittance Interest

2,625,795.62

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

2,625,795.62

Principal Summary

Scheduled Principal Distribution

49,580.23

Curtailments

5,083.71

Prepayments in Full

1,257,269.83

Liquidation Proceeds

134,300.55

Repurchase Proceeds

3,770,087.19

Other Principal Proceeds

0.00

Less Mod Losses

0.00

Remittance Principal

5,216,321.51

Fee Summary

Total Servicing Fees

95,416.76

Total Trustee Fees

0.00

LPMI Fees

0.00

Misc. Fees

0.00

Total Fees

95,416.76

Beginning Principal Balance

453,889,862.29

Ending Principal Balance

448,547,841.61

Advances (Principal & Interest)

Prior Month's Outstanding Advances

N/A

Current Advances

N/A

Reimbursement of Prior Advances

N/A

Outstanding Advances

N/A

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Cash Reconciliation Summary Group I

Page 8 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Pool 2

Total

Interest Summary

Scheduled Interest

1,233,489.62

Fees

56,913.94

Remittance Interest

1,176,575.68

Other Interest Proceeds/Shortfalls

Prepayment Penalties

14,691.00

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

14,691.00

Interest Adjusted

1,191,266.68

Principal Summary

Scheduled Principal Distribution

80,194.15

Curtailments

12,658.07

Prepayments in Full

4,408,195.67

Liquidation Proceeds

0.00

Repurchase Proceeds

0.00

Other Principal Proceeds

0.00

Less Mod Losses

0.00

Remittance Principal

4,501,047.89

Fee Summary

Total Servicing Fees

56,913.94

Total Trustee Fees

0.00

LPMI Fees

0.00

Misc. Fees

0.00

Total Fees

56,913.94

Beginning Principal Balance

182,124,926.01

Ending Principal Balance

177,623,878.12

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 48

21-Dec-2007 09:16

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

669,541,837.98

2,001

3 mo. Rolling Average

66,591,071

633,697,917

10.53%

WAC - Remit Current

7.60%

6.81%

7.17%

Cum Scheduled Principal

915,138.44

6 mo. Rolling Average

40,759,859

642,652,347

6.42%

WAC - Remit Original

7.61%

6.83%

7.19%

Cum Unscheduled Principal

42,194,980.09

12 mo. Rolling Average

34,937,022

645,988,278

5.50%

WAC - Current

7.93%

7.06%

7.46%

Cum Liquidations

259,999.72

Loss Levels

Amount

Count

WAC - Original

7.94%

7.08%

7.48%

Cum Repurchases

3,770,087.19

3 mo. Cum Loss

125,699.17

WAL - Current

350.72

351.85

351.33

6 mo. Cum loss

125,699.17

WAL - Original

356.72

357.83

357.32

Current

Amount

Count

12 mo. Cum Loss

125,699.17

Beginning Pool

636,014,788.30

1,922

94.99%

Current Index Rate

Scheduled Principal

129,774.38

0.02%

Next Index Rate

Unscheduled Principal

5,683,207.28

0.85%

Liquidations

259,999.72

0.04%

Repurchases

3,770,087.19

0.56%

Ending Pool

626,171,719.73

1,903

93.52%

Average Loan Balance

329,044.52

Current Loss Detail

Amount

Liquidation

259,999.72

Pool Composition

Realized Loss

125,699.17

Realized Loss Adjustment

0.00

Properties

%/Score

Net Liquidation

134,300.55

Cash Out/Refinance

31.17%

SFR

67.48%

Min

Max

W A

FICO

603

814

680.41

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Pool Detail and Performance Indicators Total (All Loans)

Misc/Additional Information

Pool Level Information

4.783130%

4.865000%

Balance

198,523,142.02

429,781,731.80

Owner Occupied

582,013,283.21

91.38%

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.

Page 10 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

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

480,002,515.51

1,228

3 mo. Rolling Average

54,092,219

452,558,417

11.97%

WAC - Remit Current

7.35%

6.81%

6.94%

Cum Scheduled Principal

352,916.44

6 mo. Rolling Average

32,676,466

459,221,187

7.20%

WAC - Remit Original

7.39%

6.83%

6.97%

Cum Unscheduled Principal

30,841,757.74

12 mo. Rolling Average

28,008,400

461,756,203

6.17%

WAC - Current

7.61%

7.06%

7.19%

Cum Liquidations

259,999.72

Loss Levels

Amount

Count

WAC - Original

7.64%

7.08%

7.22%

Cum Repurchases

3,770,087.19

3 mo. Cum Loss

125,699.17

WAL - Current

350.70

351.85

351.56

6 mo. Cum loss

125,699.17

WAL - Original

356.74

357.83

357.56

Current

Amount

Count

12 mo. Cum Loss

125,699.17

Beginning Pool

453,889,862.29

1,176

94.56%

Current Index Rate

Scheduled Principal

49,580.23

0.01%

Triggers

Next Index Rate

Unscheduled Principal

1,262,353.54

0.26%

Liquidations

259,999.72

0.05%

> Delinquency Trigger Event

(2)

YES

Repurchases

3,770,087.19

0.79%

Delinquency Event Calc

(1)

Ending Pool

448,547,841.61

1,163

93.45%

> Loss Trigger Event?

(3)

Average Loan Balance

385,681.72

Cumulative Loss

125,699

0.03%

Current Loss Detail

Amount

> Overall Trigger Event?

YES

Liquidation

259,999.72

Pool Composition

Realized Loss

125,699.17

Step Down Date

Realized Loss Adjustment

0.00

Distribution Count

Properties

%/Score

Net Liquidation

134,300.55

Current Specified Enhancement %

(4)

14.20%

Step Down %

(5)

26.60%

Cash Out/Refinance

29.16%

Credit Enhancement

Amount

% of Current Specified Enhancement %

(6)

34.75%

SFR

60.25%

Original OC

10,086,515.51

2.10%

> Step Down Date?

Target OC

10,080,052.83

2.10%

Min

Max

W A

Beginning OC

10,080,052.82

Extra Principal

125,699.16

FICO

603

814

691.74

OC Amount per PSA

9,954,353.65

2.07%

Cumulative Extra Principal

125,699.16

Ending OC

10,080,052.81

OC Release

0.00

Mezz Certificates

53,759,999.90 11.20%

Owner Occupied

424,198,050.59

93.39%

Balance

132,430,932.17

273,662,745.44

Misc/Additional Information

Pool Level Information

N/A

Pool Detail and Performance Indicators Group I

Page 11 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

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

189,539,322.47

773

3 mo. Rolling Average

12,498,852

181,139,499

6.92%

WAC - Remit Current

7.75%

N/A

7.75%

Cum Scheduled Principal

562,222.00

6 mo. Rolling Average

8,083,392

183,431,160

4.45%

WAC - Remit Original

7.76%

N/A

7.76%

Cum Unscheduled Principal

11,353,222.35

12 mo. Rolling Average

6,928,622

184,232,074

3.81%

WAC - Current

8.13%

N/A

8.13%

Cum Liquidations

0.00

Loss Levels

Amount

Count

WAC - Original

8.13%

N/A

8.13%

Cum Repurchases

0.00

3 mo. Cum Loss

0.00

WAL - Current

350.72

N/A

350.72

6 mo. Cum loss

0.00

WAL - Original

356.71

N/A

356.71

Current

Amount

Count

12 mo. Cum Loss

0.00

Beginning Pool

182,124,926.01

746

96.09%

Current Index Rate

Scheduled Principal

80,194.15

0.04%

Triggers

Next Index Rate

Unscheduled Principal

4,420,853.74

2.33%

Liquidations

0.00

0.00%

> Delinquency Trigger Event

(2)

Repurchases

0.00

0.00%

Delinquency Event Calc

(1)

Ending Pool

177,623,878.12

740

93.71%

> Loss Trigger Event?

(3)

Average Loan Balance

240,032.27

Cumulative Loss

0.00%

Current Loss Detail

Amount

> Overall Trigger Event?

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)

18.67%

Step Down %

(5)

35.00%

Cash Out/Refinance

36.18%

Credit Enhancement

Amount

% of Current Specified Enhancement %

(6)

45.00%

SFR

85.46%

Original OC

5,974,322.47

3.15%

> Step Down Date?

Target OC

5,970,488.66

3.15%

Min

Max

W A

Beginning OC

5,970,488.66

Extra Principal

0.00

FICO

620

784

651.82

OC Amount per PSA

5,970,488.66

3.15%

Cumulative Extra Principal

0.00

Ending OC

5,970,488.66

OC Release

0.00

Mezz Certificates

27,195,000.00 14.35%

156,118,986.36

N/A

Owner Occupied

157,815,232.62

86.39%

Balance

66,092,209.85

Pool Detail and Performance Indicators Group II

Misc/Additional Information

Pool Level Information

N/A

Page 12 of 48

21-Dec-2007 09:16

I-AIO

30/360

390,049,809.57

1.466870000%

476,793.64

0.00

476,793.64

0.00

N/A

I-A1

Act/360

214,759,390.99

4.903130000%

877,494.34

0.00

877,494.34

0.00

I-A2

Act/360

91,101,999.99

5.033130000%

382,106.84

0.00

382,106.84

0.00

I-A3

Act/360

45,183,999.99

5.083130000%

191,396.79

0.00

191,396.79

0.00

I-A4

Act/360

39,004,418.60

5.103130000%

165,870.52

(0.01)

0.00

165,870.52

0.00

I-M1

Act/360

14,399,999.98

5.133130000%

61,597.56

0.00

61,597.56

0.00

I-M2

Act/360

11,999,999.99

5.183130000%

51,831.30

0.00

51,831.30

0.00

I-M3

Act/360

4,319,999.99

5.233130000%

18,839.27

0.00

18,839.27

0.00

I-M4

Act/360

5,279,999.99

5.383130000%

23,685.77

0.00

23,685.77

0.00

I-M5

Act/360

4,559,999.99

5.583130000%

21,215.89

0.00

21,215.89

0.00

I-M6

Act/360

2,879,999.99

5.883130000%

14,119.51

0.00

14,119.51

0.00

I-M7

Act/360

3,839,999.99

6.783130000%

21,706.02

0.00

21,706.02

0.00

I-M8

Act/360

2,399,999.99

6.783130000%

13,566.26

0.00

13,566.26

0.00

I-M9

Act/360

4,079,999.99

0.000000000%

0.00

WF-AIO

30/360

148,959,437.35

0.550000000%

68,273.08

0.00

68,273.08

0.00

N/A

WF-1

Act/360

92,111,437.35

4.933130000%

378,664.75

0.00

378,664.75

0.00

WF-2

30/360

16,225,000.00

6.070000000%

82,071.46

0.00

82,071.46

0.00

WF-3

30/360

13,510,000.00

6.320000000%

71,152.67

0.00

71,152.67

0.00

WF-4

30/360

11,476,000.00

6.470000000%

61,874.77

0.00

61,874.77

0.00

WF-5

30/360

15,637,000.00

5.990000000%

78,054.69

0.00

78,054.69

0.00

WF-M1

30/360

8,434,000.00

6.160000000%

43,294.53

0.00

43,294.53

0.00

WF-M2

30/360

6,254,000.00

6.210000000%

32,364.45

0.00

32,364.45

0.00

WF-M3

30/360

2,084,000.00

6.260000000%

10,871.53

0.00

10,871.53

0.00

WF-M4

30/360

1,895,000.00

6.660000000%

10,517.25

0.00

10,517.25

0.00

WF-M5

30/360

1,990,000.00

6.760000000%

11,210.33

0.00

11,210.33

0.00

WF-M6

30/360

1,611,000.00

7.000000000%

9,397.50

0.00

9,397.50

0.00

WF-M7

30/360

1,800,000.00

7.000000000%

10,500.00

0.00

10,500.00

0.00

WF-M8

30/360

1,516,000.00

7.000000000%

8,843.33

0.00

8,843.33

0.00

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Bond Interest Reconciliation - Part I

- - 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

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

Page 13 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Bond Interest Reconciliation - Part I

WF-M9

30/360

1,611,000.00

7.000000000%

9,397.50

0.00

9,397.50

0.00

1-P

100.00

N/A

0.00

N/A

2-P

100.00

N/A

0.00

14,691.00

0.00

14,691.00

0.00

N/A

1-XS

453,889,862.29

N/A

0.00

22,271.91

0.00

22,271.91

0.00

N/A

1-CX

453,889,862.29

N/A

0.00

N/A

1-SX

453,889,862.29

N/A

0.00

N/A

2-XS

182,124,926.01

N/A

0.00

290,087.85

0.00

290,087.85

0.00

N/A

2-CX

182,124,926.01

N/A

0.00

N/A

1-LT-R

0.00

N/A

0.00

N/A

1-R

0.00

N/A

0.00

N/A

2-LT-R

0.00

N/A

0.00

N/A

2-R

0.00

N/A

0.00

N/A

Total

2,345,883,885.71

3,206,711.55

327,050.75

0.00

3,206,711.55

3,533,762.31

0.00

- - 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

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

Page 14 of 48

21-Dec-2007 09:16

I-AIO

30-Nov-07

1-Nov-07

1-Dec-07

2,504,268.84

0.00

I-A1

24-Dec-07

26-Nov-07

26-Dec-07

7,156,349.93

0.00

I-A2

24-Dec-07

26-Nov-07

26-Dec-07

2,952,783.85

0.00

I-A3

24-Dec-07

26-Nov-07

26-Dec-07

1,477,989.23

0.00

I-A4

24-Dec-07

26-Nov-07

26-Dec-07

1,322,250.91

0.00

0.01

0.00

I-M1

24-Dec-07

26-Nov-07

26-Dec-07

475,330.56

0.00

I-M2

24-Dec-07

26-Nov-07

26-Dec-07

399,692.14

0.00

I-M3

24-Dec-07

26-Nov-07

26-Dec-07

145,179.17

0.00

I-M4

24-Dec-07

26-Nov-07

26-Dec-07

182,171.21

0.00

I-M5

24-Dec-07

26-Nov-07

26-Dec-07

162,776.34

0.00

I-M6

24-Dec-07

26-Nov-07

26-Dec-07

107,966.11

0.00

I-M7

24-Dec-07

26-Nov-07

26-Dec-07

164,594.82

0.00

I-M8

24-Dec-07

26-Nov-07

26-Dec-07

102,871.76

0.00

I-M9

30-Nov-07

26-Nov-07

26-Dec-07

0.00

WF-AIO

30-Nov-07

1-Nov-07

1-Dec-07

490,131.46

0.00

WF-1

24-Dec-07

26-Nov-07

26-Dec-07

2,964,541.50

0.00

WF-2

30-Nov-07

1-Nov-07

1-Dec-07

574,500.22

0.00

WF-3

30-Nov-07

1-Nov-07

1-Dec-07

498,068.69

0.00

WF-4

30-Nov-07

1-Nov-07

1-Dec-07

433,123.39

0.00

WF-5

30-Nov-07

1-Nov-07

1-Dec-07

546,382.83

0.00

WF-M1

30-Nov-07

1-Nov-07

1-Dec-07

303,061.71

0.00

WF-M2

30-Nov-07

1-Nov-07

1-Dec-07

226,551.15

0.00

WF-M3

30-Nov-07

1-Nov-07

1-Dec-07

76,100.71

0.00

WF-M4

30-Nov-07

1-Nov-07

1-Dec-07

73,620.75

0.00

WF-M5

30-Nov-07

1-Nov-07

1-Dec-07

78,472.31

0.00

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Bond Interest Reconciliation - Part II

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

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)

Page 15 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Bond Interest Reconciliation - Part II

WF-M6

30-Nov-07

1-Nov-07

1-Dec-07

65,782.50

0.00

WF-M7

30-Nov-07

1-Nov-07

1-Dec-07

73,500.00

0.00

WF-M8

30-Nov-07

1-Nov-07

1-Dec-07

61,903.31

0.00

WF-M9

30-Nov-07

1-Nov-07

1-Dec-07

65,782.50

0.00

1-P

30-Nov-07

26-Nov-07

26-Dec-07

43,252.23

0.00

2-P

30-Nov-07

26-Nov-07

26-Dec-07

49,287.00

0.00

14,691.00

0.00

1-XS

30-Nov-07

26-Nov-07

26-Dec-07

1,168,198.22

0.00

22,271.91

0.00

1-CX

30-Nov-07

26-Nov-07

26-Dec-07

0.00

1-SX

30-Nov-07

26-Nov-07

26-Dec-07

34,575.14

0.00

2-XS

30-Nov-07

26-Nov-07

26-Dec-07

1,884,196.79

0.00

290,087.85

0.00

2-CX

30-Nov-07

26-Nov-07

26-Dec-07

0.00

1-LT-R

30-Nov-07

26-Nov-07

26-Dec-07

0.00

1-R

30-Nov-07

26-Nov-07

26-Dec-07

0.00

2-LT-R

30-Nov-07

26-Nov-07

26-Dec-07

0.00

2-R

30-Nov-07

26-Nov-07

26-Dec-07

0.00

Total

26,865,257.28

0.00

14,691.00

0.01

312,359.76

0.00

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

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

Page 16 of 48

21-Dec-2007 09:16

I-AIO

416,156,000.00

390,049,809.57

0.00

384,707,788.90

25-Mar-12

N/A

I-A1

238,255,000.00

214,759,390.99

49,580.23

4,758,246.08

0.00

28,303,435.30

0.00

209,951,564.68

25-Jun-37

N/A

I-A2

91,102,000.00

91,101,999.99

0.00

91,101,999.99

25-Jun-37

N/A

I-A3

45,184,000.00

45,183,999.99

0.00

45,183,999.99

25-Jun-37

N/A

I-A4

41,615,000.00

39,004,418.60

0.00

408,495.20

125,699.16

3,144,775.76

0.00

38,470,224.24

25-Jun-37

N/A

I-M1

14,400,000.00

14,399,999.98

0.00

0.01

0.00

14,399,999.98

25-Jun-37

N/A

I-M2

12,000,000.00

11,999,999.99

0.00

11,999,999.99

25-Jun-37

N/A

I-M3

4,320,000.00

4,319,999.99

0.00

4,319,999.99

25-Jun-37

N/A

I-M4

5,280,000.00

5,279,999.99

0.00

5,279,999.99

25-Jun-37

N/A

I-M5

4,560,000.00

4,559,999.99

0.00

4,559,999.99

25-Jun-37

N/A

I-M6

2,880,000.00

2,879,999.99

0.00

2,879,999.99

25-Jun-37

N/A

I-M7

3,840,000.00

3,839,999.99

0.00

3,839,999.99

25-Jun-37

N/A

I-M8

2,400,000.00

2,399,999.99

0.00

2,399,999.99

25-Jun-37

N/A

I-M9

4,080,000.00

4,079,999.99

0.00

4,079,999.99

25-Jun-37

N/A

WF-AIO

156,370,000.00

148,959,437.35

0.00

144,458,389.46

25-Apr-37

N/A

WF-1

99,522,000.00

92,111,437.35

80,194.15

4,420,853.74

0.00

11,911,610.54

0.00

87,610,389.46

25-Apr-37

N/A

WF-2

16,225,000.00

0.00

16,225,000.00

25-Apr-37

N/A

WF-3

13,510,000.00

0.00

13,510,000.00

25-Apr-37

N/A

WF-4

11,476,000.00

0.00

11,476,000.00

25-Apr-37

N/A

WF-5

15,637,000.00

0.00

15,637,000.00

25-Apr-37

N/A

WF-M1

8,434,000.00

0.00

8,434,000.00

25-Apr-37

N/A

WF-M2

6,254,000.00

0.00

6,254,000.00

25-Apr-37

N/A

WF-M3

2,084,000.00

0.00

2,084,000.00

25-Apr-37

N/A

WF-M4

1,895,000.00

0.00

1,895,000.00

25-Apr-37

N/A

WF-M5

1,990,000.00

0.00

1,990,000.00

25-Apr-37

N/A

WF-M6

1,611,000.00

0.00

1,611,000.00

25-Apr-37

N/A

WF-M7

1,800,000.00

0.00

1,800,000.00

25-Apr-37

N/A

WF-M8

1,516,000.00

0.00

1,516,000.00

25-Apr-37

N/A

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Bond Principal Reconciliation

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

Prior
Loss

Reimburs.

Current

Losses

Cumulative

Losses

Interest on

Losses

Ending

Class Balance

Rated

Final

Maturity

Original

Current

Page 17 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Bond Principal Reconciliation

WF-M9

1,611,000.00

0.00

1,611,000.00

25-Apr-37

N/A

1-P

100.00

0.00

100.00

25-Jun-37

N/A

2-P

100.00

0.00

100.00

25-Jun-37

N/A

1-XS

480,002,515.00

453,889,862.29

0.00

448,547,841.61

25-Jun-37

N/A

1-CX

480,002,515.00

453,889,862.29

0.00

448,547,841.61

25-Jun-37

N/A

1-SX

480,002,515.00

453,889,862.29

0.00

448,547,841.61

25-Jun-37

N/A

2-XS

189,539,322.00

182,124,926.01

0.00

177,623,878.12

25-Jun-37

N/A

2-CX

189,539,322.00

182,124,926.01

0.00

177,623,878.12

25-Jun-37

N/A

1-LT-R

0.00

25-Jun-37

N/A

1-R

0.00

25-Jun-37

N/A

2-LT-R

0.00

25-Jun-37

N/A

2-R

0.00

25-Jun-37

N/A

Total

2,472,567,389.00 2,345,883,885.71

129,774.38

9,587,595.02

125,699.16

43,359,821.61

0.00

0.00 2,311,012,659.33

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

- Credit Support -

Cumulative

Principal Payment

Prior
Loss

Reimburs.

Class

Original Class

Balance

Beginning Class

Balance

Scheduled

Principal Payment

Rated

Final

Maturity

Original

Current

Losses

Cumulative

Losses

Interest on

Losses

Ending

Class Balance

Unscheduled

Principal

Payment

Extra

Principal

Payment

Page 18 of 48

21-Dec-2007 09:16

Class

CUSIP

Fitch

Moody's

DBRS

S&P

I-AIO

52524MAA7

Aaa

AAA

I-A1

52524MAB5

Aaa

AAA

I-A2

52524MAC3

Aaa

AAA

I-A3

52524MAD1

Aaa

AAA

I-A4

52524MAE9

Aaa

AAA

I-M1

52524MAG4

Aa1

AA+

I-M2

52524MAH2

Aa2

I-M3

52524MAJ8

Aa2

AA-

I-M4

52524MAK5

A+

I-M5

52524MAL3

A-

16-Nov-07

I-M6

52524MAM1

A-

BBB+

16-Nov-07

I-M7

52524MAN9

Baa1

BBB+

BBB-

16-Nov-07

I-M8

52524MAP4

Baa2

BBB

BB+

16-Nov-07

I-M9

52524MAQ2

Baa3

BBB-

BB+

16-Nov-07

WF-AIO

52524MAS8

Aaa

AAA

WF-1

52524MAT6

Aaa

AAA

WF-2

52524MAU3

Aaa

AAA

WF-3

52524MAV1

Aaa

AAA

WF-4

52524MAW9

Aaa

AAA

WF-5

52524MAX7

Aaa

AAA

WF-M1

52524MAY5

Aa1

AA+

WF-M2

52524MAZ2

Aa2

WF-M3

52524MBA6

Aa3

AA-

WF-M4

52524MBB4

A+

WF-M5

52524MBC2

A-

16-Nov-07

WF-M6

52524MBD0

A-

BBB

16-Nov-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Ratings Information

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

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.

Page 19 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Ratings Information

Class

CUSIP

Fitch

Moody's

DBRS

S&P

WF-M7

52524MBE8

Baa1

BBB+

BBB-

16-Nov-07

WF-M8

52524MBF5

Baa2

BBB

BB+

16-Nov-07

WF-M9

52524MBG3

Baa3

BBB-

16-Nov-07

1-P

9ABSCW151

2-P

9ABSCW169

1-X

9ABSCW177

2-X

9ABSCW185

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 48

21-Dec-2007 09:16

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

26-Dec-07

1,624

512,917,856

27,108,521

24,354,708

3,766,262

2,576,224

120

52,569,779

2,878,369

26-Nov-07

1,682

538,694,617

32,639,687

17,260,347

5,809,227

2,153,930

39,032,611

424,369

25-Oct-07

1,757

567,496,852

22,463,004

22,658,155

4,376,000

1,285,690

20,627,541

25-Sep-07

1,809

587,298,488

27,719,206

17,738,688

592,000

1,110,065

11,385,587

27-Aug-07

1,874

615,182,312

21,606,707

12,713,506

467,554

25-Jul-07

1,940

646,223,260

12,004,418

778,542

25-Jun-07

1,989

665,714,049

289,814

26-Dec-07

85.34%

81.91%

3.73%

4.33%

3.26%

3.89%

0.47%

0.60%

0.53%

0.41%

6.31%

8.40%

0.37%

0.46%

26-Nov-07

87.51%

84.70%

4.58%

5.13%

2.34%

2.71%

0.62%

0.91%

0.57%

0.34%

4.27%

6.14%

0.10%

0.07%

25-Oct-07

90.94%

88.82%

3.31%

3.52%

2.48%

3.55%

0.41%

0.68%

0.26%

0.20%

2.59%

3.23%

0.00%

25-Sep-07

92.91%

90.94%

3.39%

4.29%

2.05%

2.75%

0.05%

0.09%

0.21%

0.17%

1.39%

1.76%

0.00%

27-Aug-07

95.76%

94.65%

2.55%

3.32%

1.58%

1.96%

0.00%

0.10%

0.07%

0.00%

25-Jul-07

98.23%

98.06%

1.62%

1.82%

0.00%

0.15%

0.12%

0.00%

25-Jun-07

99.90%

99.96%

0.10%

0.04%

0.00%

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

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

Distribution

Date

Current

Delinq 1 Month

Delinq 2 Months

Delinq 3+ Months

Bankruptcy

Foreclosure

REO

Total (All Loans)

Delinquency Balances are Exclusive of REO, Foreclosures and Bankruptcies.

Page 21 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

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

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

26-Dec-07

961

356,192,216

21,041,995

22,294,785

2,803,564

1,098,880

43,226,977

1,889,425

26-Nov-07

995

372,082,818

29,233,586

14,300,181

5,809,227

715,202

31,488,849

260,000

25-Oct-07

1,062

398,939,391

17,908,588

18,201,123

4,376,000

175,972

15,636,473

25-Sep-07

1,100

415,391,068

21,593,326

16,199,697

592,000

7,831,844

27-Aug-07

1,144

436,758,260

18,969,026

9,158,599

25-Jul-07

1,190

463,033,436

8,124,615

25-Jun-07

1,218

476,676,487

289,814

26-Dec-07

82.63%

79.41%

4.13%

4.69%

4.64%

4.97%

0.52%

0.63%

0.43%

0.24%

7.39%

9.64%

0.26%

0.42%

26-Nov-07

84.61%

81.98%

6.21%

6.44%

2.89%

3.15%

1.02%

1.28%

0.26%

0.16%

4.93%

6.94%

0.09%

0.06%

25-Oct-07

90.00%

87.63%

3.81%

3.93%

2.88%

4.00%

0.68%

0.96%

0.08%

0.04%

2.54%

3.43%

0.00%

25-Sep-07

92.28%

89.99%

3.78%

4.68%

2.68%

3.51%

0.08%

0.13%

0.00%

1.17%

1.70%

0.00%

27-Aug-07

95.41%

93.95%

3.09%

4.08%

1.50%

1.97%

0.00%

25-Jul-07

98.51%

98.28%

1.49%

1.72%

0.00%

25-Jun-07

99.84%

99.94%

0.16%

0.06%

0.00%

Group I Pool 1

Delinq 3+ Months

Bankruptcy

Foreclosure

REO

Distribution

Date

Current

Delinq 1 Month

Delinq 2 Months

Group I Pool 1

Delinquency Balances are Exclusive of REO, Foreclosures and Bankruptcies.

Page 22 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

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

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

26-Dec-07

663

156,725,641

6,066,526

2,059,923

962,698

1,477,344

9,342,802

988,945

26-Nov-07

687

166,611,799

3,406,101

2,960,166

1,438,728

7,543,762

164,369

25-Oct-07

695

168,557,460

4,554,416

4,457,032

1,109,717

4,991,068

25-Sep-07

709

171,907,420

6,125,880

1,538,991

1,110,065

3,553,742

27-Aug-07

730

178,424,051

2,637,681

3,554,907

467,554

25-Jul-07

750

183,189,825

3,879,803

778,542

25-Jun-07

771

189,037,562

26-Dec-07

89.59%

88.23%

3.11%

3.42%

1.08%

1.16%

0.41%

0.54%

0.68%

0.83%

4.59%

5.26%

0.54%

0.56%

26-Nov-07

92.09%

91.48%

2.01%

1.87%

1.47%

1.63%

0.00%

1.07%

0.79%

3.22%

4.14%

0.13%

0.09%

25-Oct-07

92.42%

91.77%

2.53%

2.48%

1.86%

2.43%

0.00%

0.53%

0.60%

2.66%

2.72%

0.00%

25-Sep-07

93.91%

93.31%

2.78%

3.33%

1.06%

0.84%

0.00%

0.53%

0.60%

1.72%

1.93%

0.00%

27-Aug-07

96.31%

96.40%

1.72%

1.43%

1.72%

1.92%

0.00%

0.26%

0.25%

0.00%

25-Jul-07

97.78%

97.52%

1.83%

2.07%

0.00%

0.39%

0.41%

0.00%

25-Jun-07

100.00%

0.00%

Distribution

Date

Current

Delinq 1 Month

Delinq 2 Months

Delinq 3+ Months

Bankruptcy

Foreclosure

Delinquency Balances are Exclusive of REO, Foreclosures and Bankruptcies.

REO

Group II Pool 2

Page 23 of 48

21-Dec-2007 09:16

Balance

26-Dec-07

483,074

119

52,086,705

579,825

2,298,545

1,321,473

363,197

891,554

26-Nov-07

39,032,611

424,369

1,357,504

796,426

25-Oct-07

20,627,541

777,759

175,972

331,958

25-Sep-07

11,385,587

778,037

332,028

27-Aug-07

135,457

332,097

25-Jul-07

467,714

310,828

25-Jun-07

26-Dec-07

0.00%

0.05%

0.08%

6.25%

8.32%

0.00%

0.05%

0.09%

0.32%

0.37%

0.32%

0.21%

0.05%

0.06%

0.00%

0.16%

0.14%

26-Nov-07

0.00%

4.27%

6.14%

0.00%

0.10%

0.07%

0.26%

0.21%

0.00%

0.31%

0.13%

25-Oct-07

0.00%

2.59%

3.23%

0.00%

0.16%

0.12%

0.05%

0.03%

0.00%

0.05%

25-Sep-07

0.00%

1.39%

1.76%

0.00%

0.15%

0.12%

0.00%

0.05%

0.00%

27-Aug-07

0.00%

0.05%

0.02%

0.05%

0.00%

25-Jul-07

0.00%

0.10%

0.07%

0.05%

0.00%

25-Jun-07

0.00%

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

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

- - - - - - - - - - - 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

61-90 Days

90 + Days

Total (All Loans)

61-90 Days

90 + Days

Current

31-60 Days

Page 24 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

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

Balance

26-Dec-07

483,074

42,743,903

579,825

1,309,600

507,683

363,197

228,000

26-Nov-07

31,488,849

260,000

715,202

25-Oct-07

15,636,473

175,972

25-Sep-07

7,831,844

27-Aug-07

25-Jul-07

25-Jun-07

26-Dec-07

0.00%

0.09%

0.11%

7.31%

9.53%

0.00%

0.09%

0.13%

0.17%

0.29%

0.26%

0.11%

0.09%

0.08%

0.00%

0.09%

0.05%

26-Nov-07

0.00%

4.93%

6.94%

0.00%

0.09%

0.06%

0.26%

0.16%

0.00%

25-Oct-07

0.00%

2.54%

3.43%

0.00%

0.08%

0.04%

0.00%

25-Sep-07

0.00%

1.17%

1.70%

0.00%

27-Aug-07

0.00%

25-Jul-07

0.00%

25-Jun-07

0.00%

90 + Days

Current

31-60 Days

61-90 Days

90 + Days

Current

- - - - - - - - - - - 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

31-60 Days

61-90 Days

90 + Days

Group I Pool 1

Page 25 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

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

Balance

26-Dec-07

9,342,802

988,945

813,790

663,554

26-Nov-07

7,543,762

164,369

642,303

796,426

25-Oct-07

4,991,068

777,759

331,958

25-Sep-07

3,553,742

778,037

332,028

27-Aug-07

135,457

332,097

25-Jul-07

467,714

310,828

25-Jun-07

26-Dec-07

0.00%

4.59%

5.26%

0.00%

0.54%

0.56%

0.41%

0.46%

0.00%

0.27%

0.37%

26-Nov-07

0.00%

3.22%

4.14%

0.00%

0.13%

0.09%

0.27%

0.35%

0.00%

0.80%

0.44%

25-Oct-07

0.00%

2.66%

2.72%

0.00%

0.40%

0.42%

0.00%

0.13%

0.18%

25-Sep-07

0.00%

1.72%

1.93%

0.00%

0.40%

0.42%

0.00%

0.13%

0.18%

0.00%

27-Aug-07

0.00%

0.13%

0.07%

0.13%

0.18%

0.00%

25-Jul-07

0.00%

0.26%

0.25%

0.13%

0.17%

0.00%

25-Jun-07

0.00%

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

31-60 Days

61-90 Days

Distribution

Date

Current

31-60 Days

61-90 Days

90 + Days

Group II Pool 2

90 + Days

Current

31-60 Days

61-90 Days

90 + Days

Current

Page 26 of 48

21-Dec-2007 09:16

Insurance

Substitution

Liquidation

Remaining Term

Balance

Proceeds

Amount

Life

Coupon

Remit

26-Dec-07

1,903

626,171,720

9,435,553

0.00

134,300.55

125,699

351

7.46%

7.17%

26-Nov-07

1,922

636,014,788

2,747,234

0.00

352

7.46%

7.18%

25-Oct-07

1,932

638,907,242

6,777,188

0.00

353

7.47%

7.19%

25-Sep-07

1,947

645,844,033

3,978,747

0.00

354

7.47%

7.19%

27-Aug-07

1,957

649,970,078

8,893,908

0.00

355

7.48%

7.27%

25-Jul-07

1,975

659,006,220

6,835,440

0.00

356

7.48%

7.19%

25-Jun-07

1,991

666,003,863

3,386,198

0.00

357

7.48%

7.19%

26-Dec-07

1,163

448,547,842

5,027,357

0.00

134,300.55

125,699

352

7.19%

6.94%

26-Nov-07

1,176

453,889,862

1,292,197

0.00

353

7.20%

6.94%

25-Oct-07

1,180

455,237,548

6,314,620

0.00

354

7.21%

6.96%

25-Sep-07

1,192

461,607,936

3,220,861

0.00

355

7.21%

6.96%

27-Aug-07

1,199

464,885,885

6,224,040

0.00

356

7.22%

7.05%

25-Jul-07

1,208

471,158,050

5,744,580

0.00

357

7.22%

6.97%

25-Jun-07

1,220

476,966,301

2,977,496

0.00

358

7.22%

6.97%

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

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

Curr Weighted Avg.

Total (All Loans)

Group I Pool 1

Distribution

Date

Ending Pool

Payoffs

Realized Losses

Page 27 of 48

21-Dec-2007 09:16

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

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

Insurance

Substitution

Liquidation

Remaining Term

Balance

Proceeds

Amount

Life

Coupon

Remit

26-Dec-07

740

177,623,878

4,408,196

0.00

351

8.13%

7.75%

26-Nov-07

746

182,124,926

1,455,037

0.00

352

8.13%

7.75%

25-Oct-07

752

183,669,694

462,568

0.00

353

8.13%

7.75%

25-Sep-07

755

184,236,097

757,886

0.00

354

8.13%

7.75%

27-Aug-07

758

185,084,193

2,669,868

0.00

355

8.13%

7.83%

25-Jul-07

767

187,848,169

1,090,860

0.00

356

8.14%

7.76%

25-Jun-07

771

189,037,562

408,702

0.00

357

8.13%

7.76%

Curr Weighted Avg.

Group II Pool 2

Distribution

Date

Ending Pool

Payoffs

Realized Losses

Page 28 of 48

21-Dec-2007 09:16

SMM (Single Monthly Mortality)

Total

Current Period

1.53%

3-Month Average

1.00%

6-Month Average

1.00%

12-Month Average

0.93%

Average Since Cut-Off

0.93%

CPR (Conditional Prepayment Rate)

Total

Current Period

16.86%

3-Month Average

11.29%

6-Month Average

11.29%

12-Month Average

10.53%

Average Since Cut-Off

10.53%

PSA (Public Securities Association)

Total

Current Period

281%

3-Month Average

188%

6-Month Average

188%

12-Month Average

175%

Average Since Cut-Off

175%

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)

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Prepayment Summary

Total (All Loans)

0.00%

2.43%

4.86%

7.29%

9.71%

12.14%

14.57%

17.00%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

0.00%

14.29%

28.57%

42.86%

57.14%

71.43%

85.71%

100.00%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

229%

457%

686%

914%

1143%

1371%

1600%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

Page 29 of 48

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Prepayment Summary

SMM (Single Monthly Mortality)

Total

Current Period

1.17%

3-Month Average

0.94%

6-Month Average

1.01%

12-Month Average

0.95%

Average Since Cut-Off

0.95%

CPR (Conditional Prepayment Rate)

Total

Current Period

13.13%

3-Month Average

10.58%

6-Month Average

11.35%

12-Month Average

10.76%

Average Since Cut-Off

10.76%

PSA (Public Securities Association)

Total

Current Period

219%

3-Month Average

176%

6-Month Average

189%

12-Month Average

179%

Average Since Cut-Off

179%

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)

Group I

0.00%

2.43%

4.86%

7.29%

9.71%

12.14%

14.57%

17.00%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

0.00%

14.29%

28.57%

42.86%

57.14%

71.43%

85.71%

100.00%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

229%

457%

686%

914%

1143%

1371%

1600%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

Page 30 of 48

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Prepayment Summary

SMM (Single Monthly Mortality)

Total

Current Period

2.43%

3-Month Average

1.16%

6-Month Average

0.99%

12-Month Average

0.88%

Average Since Cut-Off

0.88%

CPR (Conditional Prepayment Rate)

Total

Current Period

25.54%

3-Month Average

12.61%

6-Month Average

10.90%

12-Month Average

9.72%

Average Since Cut-Off

9.72%

PSA (Public Securities Association)

Total

Current Period

426%

3-Month Average

210%

6-Month Average

182%

12-Month Average

162%

Average Since Cut-Off

162%

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)

Group II

0.00%

2.43%

4.86%

7.29%

9.71%

12.14%

14.57%

17.00%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

0.00%

14.29%

28.57%

42.86%

57.14%

71.43%

85.71%

100.00%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

229%

457%

686%

914%

1143%

1371%

1600%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

Page 31 of 48

21-Dec-2007 09:17

Min

Max

Count

% of Total

Balance

% of Total

Min

Max

Count

% of Total

Balance

% of Total

19,000

97,000

191

10.04%

12,864,820

2.05%

13,000

98,000

199

9.95%

13,433,487

2.01%

97,000

134,000

161

8.46%

18,772,578

3.00%

98,000

136,000

184

9.20%

21,806,557

3.26%

134,000

171,000

172

9.04%

26,084,555

4.17%

136,000

174,000

175

8.75%

27,139,564

4.05%

171,000

208,000

165

8.67%

31,170,734

4.98%

174,000

212,000

166

8.30%

31,856,582

4.76%

208,000

245,000

146

7.67%

32,881,366

5.25%

212,000

250,000

150

7.50%

34,211,084

5.11%

245,000

283,000

117

6.15%

30,876,733

4.93%

250,000

288,000

127

6.35%

33,981,067

5.08%

283,000

346,000

162

8.51%

50,618,905

8.08%

288,000

353,000

168

8.40%

53,131,061

7.94%

346,000

409,000

5.20%

37,417,761

5.98%

353,000

418,000

111

5.55%

42,666,902

6.37%

409,000

472,000

221

11.61%

98,125,690

15.67%

418,000

483,000

260

12.99%

117,293,592

17.52%

472,000

535,000

168

8.83%

84,007,444

13.42%

483,000

548,000

160

8.00%

82,142,650

12.27%

535,000

600,000

110

5.78%

62,333,794

9.95%

548,000

611,000

100

5.00%

57,946,847

8.65%

600,000

1,268,000

191

10.04%

141,017,341

22.52%

611,000

3,250,000

201

10.04%

153,932,446

22.99%

1,903

100.00%

626,171,720

100.00%

2,001

100.00%

669,541,838

100.00%

Min

Max

Count

% of Total

Balance

% of Total

Min

Max

Count

% of Total

Balance

% of Total

5.25%

6.50%

212

11.14%

100,119,689

15.99%

5.25%

6.50%

213

10.64%

100,830,514

15.06%

6.50%

6.72%

2.68%

22,657,341

3.62%

6.50%

6.72%

2.70%

24,307,684

3.63%

6.72%

6.94%

217

11.40%

90,646,905

14.48%

6.72%

6.94%

223

11.14%

92,992,409

13.89%

6.94%

7.16%

165

8.67%

63,315,233

10.11%

6.94%

7.16%

170

8.50%

66,139,001

9.88%

7.16%

7.38%

157

8.25%

55,527,018

8.87%

7.16%

7.38%

168

8.40%

60,964,717

9.11%

7.38%

7.63%

200

10.51%

62,576,861

9.99%

7.38%

7.63%

210

10.49%

65,620,500

9.80%

7.63%

7.88%

215

11.30%

64,892,724

10.36%

7.63%

7.88%

232

11.59%

73,545,881

10.98%

7.88%

8.13%

138

7.25%

35,338,600

5.64%

7.88%

8.13%

146

7.30%

37,927,440

5.66%

8.13%

8.38%

144

7.57%

38,851,371

6.20%

8.13%

8.38%

152

7.60%

43,612,903

6.51%

8.38%

8.63%

132

6.94%

29,652,452

4.74%

8.38%

8.63%

141

7.05%

33,301,658

4.97%

8.63%

8.88%

5.20%

26,934,862

4.30%

8.63%

8.88%

107

5.35%

29,249,368

4.37%

8.88%

11.13%

173

9.09%

35,658,666

5.69%

8.88%

11.13%

185

9.25%

41,049,764

6.13%

1,903

100.00%

626,171,720

100.00%

2,001

100.00%

669,541,838

100.00%

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Mortgage Loan Characteristics Part I

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

Page 32 of 48

21-Dec-2007 09:17

647

336,612,754

53.76%

351.85

7.05%

687

360,866,650

53.90%

360.00

7.09%

1,256

289,558,966

46.24%

350.72

7.91%

1,314

308,675,188

46.10%

360.00

7.94%

1,903

626,171,720

100.00%

2,001

669,541,838

100.00%

1,322

422,277,767

67.44%

351.33

7.47%

1,389

453,321,578

67.71%

360.00

7.51%

254

105,585,484

16.86%

351.61

7.18%

267

111,981,331

16.73%

360.00

7.22%

178

53,845,524

8.60%

351.10

7.76%

186

55,927,126

8.35%

360.00

7.77%

145

43,571,226

6.96%

350.88

7.47%

155

47,419,548

7.08%

360.00

7.51%

783,750

0.13%

351.00

7.88%

783,750

0.12%

360.00

7.88%

107,970

0.02%

349.00

8.00%

108,505

0.02%

360.00

8.00%

1,903

626,171,720

100.00%

2,001

669,541,838

100.00%

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Total (All Loans)

Distribution Date: 26-Dec-07

Mortgage Loan Characteristics Part II

Distribution by Product Characteristics (Current)

Product Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Adjustable

Fixed 1st Lien

Total

Distribution by Product Characteristics (Cut-off)

Product Type

# of

Loans

Original Principal

Balance

% of

Balance

WAMM

WAC

Adjustable

Fixed 1st Lien

Total

Multifamily

Condo - Low Facility

Distribution by Property Types (Current)

Property Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

SF Unattached Dwelling

PUD

Other

Manufactured Housing

SF Unattached Dwelling

PUD

Distribution by Property Types (Cut-off)

Property Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Multifamily

Condo - Low Facility

Other

Manufactured Housing

Total

Page 33 of 48

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Mortgage Loan Characteristics Part II

1,560

558,554,428

89.20%

351.39

7.36%

1,637

596,137,887

89.04%

360.00

7.39%

300

54,563,884

8.71%

350.79

8.28%

317

58,961,302

8.81%

360.00

8.29%

13,053,408

2.08%

351.01

7.90%

14,442,649

2.16%

360.00

7.91%

1,903

626,171,720

100.00%

2,001

669,541,838

100.00%

991

364,541,341

58.22%

351.51

7.29%

1,052

394,118,287

58.86%

360.00

7.34%

387

103,055,946

16.46%

351.04

7.80%

408

111,828,599

16.70%

360.00

7.83%

277

92,851,940

14.83%

351.40

7.30%

282

94,968,095

14.18%

360.00

7.32%

211

53,830,056

8.60%

350.65

7.95%

221

56,614,332

8.46%

360.00

7.95%

11,892,437

1.90%

350.68

7.96%

12,012,524

1.79%

360.00

7.95%

1,903

626,171,720

100.00%

2,001

669,541,838

100.00%

Owner Occupied - Primary Residence

Occupancy Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Non-Owner Occupied

Owner Occupied - Secondary Residence

% of

Balance

WAMM

WAC

Purchase

# of

Loans

Ending Balance

Refinance/Equity Takeout

Refinance/No Cash Out

Other

Refinance Investment Property

Total

Distribution by Occupancy Type (Current)

Total (All Loans)

Total

Distribution by Occupancy Type (Cut-off)

Occupancy Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Total

Distribution by Loan Purpose (Current)

Loan Purpose

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Distribution by Loan Purpose (Cut-off)

Loan Purpose

Page 34 of 48

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Mortgage Loan Characteristics Part II

1,903

626,171,720

100.00%

351.33

7.45%

2,001

669,541,838

100.00%

360.00

7.48%

WAMM

WAC

Originator

Distribution by Originator Concentration > 10% (Current)

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

Originator

# of

Loans

Ending Balance

% of

Balance

Unknown

Total (All Loans)

WAC

# of

Loans

Ending Balance

% of

Balance

WAMM

Page 35 of 48

21-Dec-2007 09:17

WAMM

WAC

California

508

245,378,192

39.19%

352

6.98%

Florida

190

54,811,659

8.75%

351

7.84%

New York

35,849,796

5.73%

351

7.76%

Arizona

28,687,051

4.58%

351

7.50%

Maryland

27,826,969

4.44%

351

7.64%

New Jersey

23,430,979

3.74%

351

7.78%

Nevada

18,826,320

3.01%

351

7.09%

Colorado

16,114,320

2.57%

351

7.56%

Washington

16,019,179

2.56%

352

7.53%

Virginia

14,248,311

2.28%

351

7.34%

Remaining

683

144,978,943

23.15%

351

7.95%

WAMM

WAC

California

532

262,192,064

39.16%

360

7.04%

Florida

198

59,021,432

8.82%

360

7.86%

New York

36,532,280

5.46%

360

7.76%

Arizona

30,926,800

4.62%

360

7.49%

Maryland

28,531,000

4.26%

360

7.68%

New Jersey

26,135,492

3.90%

360

7.79%

Nevada

20,799,694

3.11%

360

7.13%

Washington

16,578,827

2.48%

360

7.51%

Colorado

16,149,529

2.41%

360

7.56%

Illinois

15,413,911

2.30%

360

8.36%

Remaining

710

157,260,810

23.49%

360

7.87%

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Geographic Concentration

Total (All Loans)

Top 10 Current State Concentration

Geographic
Distribution

# of

Loans

Balance

(1)

% of

Balance

(1)

Based on Current Period Ending Principal Balance

Top 10 Original State Concentration

Geographic
Distribution

# of

Loans

Balance

(1)

% of

Balance

Top 10 Current State Concentration

California

Arizona

New York

Florida

Virginia

Washington

Colorado

Nevada

New Jersey

Maryland

Remaining

Page 36 of 48

21-Dec-2007 09:17

33430380

200712

259,999.72

134,300.55

125,699.17

Current Total

259,999.72

134,300.55

125,699.17

Cumulative

259,999.72

134,300.55

125,699.17

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

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Current Period Realized Loss Detail

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

Loss-Certs

Adjusted

Liq Type

Adj Type

0.00

125,699.17

0.00

125,699.17

0.00

125,699.17

0.00

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

Page 37 of 48

21-Dec-2007 09:17

Distribution Date

Beginning Scheduled

Balance

Net Liquidation

Proceeds

Realized Loss

Loan Count

Realized Loss

Adjusted

Cumulative

Realized Loss

Amount

Count

Amount

Count

Amount

Count

26-Dec-07

259,999.72

134,300.55

125,699.17

0.00

125,699.17

26-Nov-07

0.00

25-Oct-07

0.00

25-Sep-07

0.00

27-Aug-07

0.00

25-Jul-07

0.00

25-Jun-07

0.00

Total

259,999.72

134,300.55

125,699.17

0.00

125,699.17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Historical Realized Loss Summary

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

Page 38 of 48

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Historical Realized Loss Summary

Distribution Date

Beginning Scheduled

Balance

Net Liquidation

Proceeds

Realized Loss

Loan Count

Realized Loss

Adjusted

Cumulative

Realized Loss

Amount

Count

Amount

Count

Amount

Count

26-Dec-07

259,999.72

134,300.55

125,699.17

0.00

125,699.17

26-Nov-07

0.00

25-Oct-07

0.00

25-Sep-07

0.00

27-Aug-07

0.00

25-Jul-07

0.00

25-Jun-07

0.00

Total

259,999.72

134,300.55

125,699.17

0.00

125,699.17

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 39 of 48

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Historical Realized Loss Summary

Distribution Date

Beginning Scheduled

Balance

Net Liquidation

Proceeds

Realized Loss

Loan Count

Realized Loss

Adjusted

Cumulative

Realized Loss

Amount

Count

Amount

Count

Amount

Count

26-Dec-07

0.00

26-Nov-07

0.00

25-Oct-07

0.00

25-Sep-07

0.00

27-Aug-07

0.00

25-Jul-07

0.00

25-Jun-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 40 of 48

21-Dec-2007 09:17

MDR (monthly Default Rate)

Total

Current Period

0.04%

3-Month Average

0.01%

6-Month Average

0.01%

12-Month Average

0.00%

Average Since Cut-Off

0.01%

CDR (Conditional Default Rate)

Total

Current Period

0.49%

3-Month Average

0.16%

6-Month Average

0.08%

12-Month Average

0.04%

Average Since Cut-Off

0.07%

SDA (Standard Default Assumption)

Total

Current Period

16.32%

3-Month Average

5.44%

6-Month Average

2.72%

12-Month Average

1.36%

Average Since Cut-Off

2.33%

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)

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Total (All Loans)

Distribution Date: 26-Dec-07

Realized Loss Summary

0.00%

0.86%

1.71%

2.57%

3.43%

4.29%

5.14%

6.00%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

0.00%

7.14%

14.29%

21.43%

28.57%

35.71%

42.86%

50.00%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

286%

571%

857%

1143%

1429%

1714%

2000%

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

Page 41 of 48

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Material Breaches Detail

Material Breach Description

No Material Breaches Reported

Disclosure

Control #

Loan Group #

Ending Principal

Balance

Material Breach

Date

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

Page 42 of 48

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Modified Loan Detail

Total (All Loans)

Disclosure

Control #

Loan Group #

Modified Maturity

Date

Cutoff Maturity

Date

Modification Description

No Prior Loan Modification Reported

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.

Page 43 of 48

21-Dec-2007 09:17

45945607

1-Dec-07

Waconia

SF Unattached Dwelling

720,000.00

0.00

46198867

1-Dec-07

Orange

SF Unattached Dwelling

580,000.00

579,824.79

0.00

124283433

1-Dec-07

Laurel

PUD

589,600.00

0.00

123992679

1-Dec-07

Chesapeake

Condo - Low Facility

201,005.58

200,068.39

0.00

123989519

1-Dec-07

Lanham

SF Unattached Dwelling

365,266.91

363,939.71

0.00

123994709

1-Dec-07

Mesa

SF Unattached Dwelling

261,124.84

260,605.88

0.00

123995193

1-Nov-07

Royal Oak

SF Unattached Dwelling

164,592.06

164,330.65

0.00

33430380

1-Nov-07

Sacramento

SF Unattached Dwelling

0.00

11-Dec-07

125,699.17

Total

2,881,589.39

2,878,369.42

0.00

125,699.17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Historical Collateral Level REO Report

Total (All Loans)

Disclosure

Control #

REO Date

City

State

Property Type

Actual Balance

Scheduled

Balance

Recent

Appraisal

Value

Appraisal

Date

Appraisal

Reduction

Amount

Date

Liquidated

Liquidation

Proceeds

Liquidation

Expenses

Realized Loss

Page 44 of 48

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Historical Collateral Level REO Report

45945607

1-Dec-07

Waconia

SF Unattached Dwelling

720,000.00

0.00

46198867

1-Dec-07

Orange

SF Unattached Dwelling

580,000.00

579,824.79

0.00

124283433

1-Dec-07

Laurel

PUD

589,600.00

0.00

33430380

1-Nov-07

Sacramento

SF Unattached Dwelling

0.00

11-Dec-07

125,699.17

Total

1,889,600.00

1,889,424.79

0.00

125,699.17

Realized Loss

Group I

Property Type

Actual Balance

Scheduled

Balance

Recent

Appraisal

Value

Appraisal

Date

Appraisal

Reduction

Amount

Date

Liquidated

Liquidation

Proceeds

Liquidation

Expenses

Disclosure

Control #

REO Date

City

State

Page 45 of 48

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Distribution Date: 26-Dec-07

Historical Collateral Level REO Report

123989519

1-Dec-07

Lanham

SF Unattached Dwelling

365,266.91

363,939.71

0.00

123992679

1-Dec-07

Chesapeake

Condo - Low Facility

201,005.58

200,068.39

0.00

123994709

1-Dec-07

Mesa

SF Unattached Dwelling

261,124.84

260,605.88

0.00

123995193

1-Nov-07

Royal Oak

SF Unattached Dwelling

164,592.06

164,330.65

0.00

Total

991,989.39

988,944.63

0.00

Realized Loss

Appraisal

Reduction

Amount

Date

Liquidated

Liquidation

Proceeds

Liquidation

Expenses

Group II

Disclosure

Control #

REO Date

City

State

Property Type

Actual Balance

Scheduled

Balance

Recent

Appraisal

Value

Appraisal

Date

Page 46 of 48

21-Dec-2007 09:17

Substitution Code

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Beginning Principal

Balance

Adjusted for Principal

Distribution Date: 26-Dec-07

Substitution Detail History

No Substituted Loans Reported

- - - Loans Substituted Into Pool - - -

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

Investor #

Period

Beginning Principal Balance

Investor #

Period

Page 47 of 48

21-Dec-2007 09:17

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-9

Adjusted for Principal

Difference Into vs.

Out

Distribution Date: 26-Dec-07

Substitution Detail History Summary

No History of Substituted Loans Reported

- - - Loans Substituted Into Pool - - -

- - - Loans Substituted Out of Pool - - -

Period

Count

Beginning Principal Balance

Count

Beginning Principal Balance

Page 48 of 48

21-Dec-2007 09:17

Lehman XS Trust 2007-9 10-D