Outside Parties To The Transaction

Contact Information:

Payment Date:

26-Dec-07

Prior Payment:

26-Nov-07

Analyst:

David Paravano

714.259.6247

Next Payment:

25-Jan-08

david.paravano@abnamro.com

Record Date:

24-Dec-07

Administrator:

Mason Arion

312.992.2835

mason.arion@abnamro.com

Distribution Count:

LaSalle Website:

www.etrustee.net

Closing Date:

31-Jul-07

First Pay. Date:

27-Aug-07

Rated Final Payment Date:

25-Jul-47

Determination Date:

18-Dec-07

Delinq Method:

OTS

Rating Agency: Fitch/Standard & Poor's

ABN AMRO Acct : 724932.1

Depositor: Structured Asset Securities Corporation

Underwriter: Lehman Brothers Inc.

Master Servicer: Aurora Loan Services LLC

Distribution Date: 26-Dec-07

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

21-Dec-2007 10:01

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Content:

Pages

Statement to Certificate Holders

Statement to Certificate Holders (Factors)

Pool/Non-Pool Funds Cash Reconciliation

Pool Detail and Performance Indicators

Bond Interest Reconciliation Part I

Bond Interest Reconciliation Part II

8-9

Bond Principal Reconciliation

Rating Information

15 Month Loan Status Summary Part I

15 Month Loan Status Summary Part II

15 Month Historical Payoff Summary

Prepayment Summary

Mortgage Loan Characteristics Part I

Mortgage Loan Characteristics Part II

17-19

Geographic Concentration

Current Period Realized Loss Detail

Historical Realized Loss Summary

Realized Loss Summary

Material Breaches Detail

Modified Loan Detail (Historical)

Historical Collateral Level REO Report

Substitution Detail History

Substitution Detail History Summary

Table of Contents

21-Dec-2007 10:01

A1-1

52525LAQ3

208,000,000.00

193,256,257.36

2,080,309.48

0.00

191,175,947.88

820,232.70

0.00

5.0931300000%

A1-2

52525LAR1

9,636,000.00

0.00

9,636,000.00

42,423.53

0.00

5.2831300000%

A2-1-1

52525LAT7

261,999,000.00

236,992,376.94

3,528,379.22

0.00

233,463,997.72

995,986.14

0.00

5.0431300000%

A2-1-2

52525LAU4

32,752,000.00

29,625,969.30

441,076.02

0.00

29,184,893.28

124,506.35

0.00

5.0431300000%

A2-2

52525LAS9

120,522,000.00

0.00

120,522,000.00

520,567.66

0.00

5.1831300000%

52525LAC4

78,920,000.00

0.00

78,920,000.00

350,742.18

0.00

5.3331300000%

52525LAD2

70,323,000.00

65,558,971.02

672,193.95

0.00

64,886,777.07

280,435.60

0.00

5.1331300000%

AIO

52525LAP5

782,152,000.00 N

734,511,574.62

0.00

727,789,615.95

1,200,467.35

0.00

1.9612500000%

52525LAE0

20,797,000.00

0.00

20,797,000.00

95,893.75

0.00

5.5331300000%

52525LAF7

16,728,000.00

0.00

16,728,000.00

80,616.83

0.00

5.7831300000%

52525LAG5

9,946,000.00

0.00

9,946,000.00

52,076.68

0.00

6.2831300000%

52525LAH3

6,781,000.00

0.00

6,781,000.00

38,330.34

0.00

6.7831300000%

52525LAJ9

8,590,000.00

0.00

8,590,000.00

48,555.91

0.00

6.7831300000%

52525LAK6

6,781,000.00

0.00

6,781,000.00

38,330.34

0.00

6.7831300000%

52525LAL4

7,685,000.00

0.00

7,685,000.00

43,440.30

0.00

6.7831300000%

52525LAM2

6,329,000.00

0.00

6,329,000.00

35,775.36

0.00

6.7831300000%

52525LAN0

5,425,000.00

0.00

5,425,000.00

30,665.40

0.00

6.7831300000%

M10

52525LAV2

5,877,000.00

0.00

5,877,000.00

33,220.38

0.00

6.7831300000%

9ABSDH95

100.00

0.00

100.00

2,110.51

N/A

9ABSDH96

904,221,465.93 N

856,577,218.62

0.00

849,855,259.95

755,393.37

N/A

LT-R

9ABSDH98

0.00

N/A

9ABSDH97

0.00

N/A

Total

877,091,100.00

829,450,674.62

6,721,958.67

0.00

822,728,715.95

5,589,770.68

757,503.88

Total P&I Payment

12,311,729.35

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: 26-Dec-07

BOND PAYMENT

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 3 of 28

21-Dec-2007 10:01

A1-1

52525LAQ3

208,000,000.00

929.116621923

10.001487885

0.000000000

919.115134038

3.943426442

0.000000000

5.17500000%

A1-2

52525LAR1

9,636,000.00

1000.000000000

0.000000000

1000.000000000

4.402607929

0.000000000

5.36500000%

A2-1-1

52525LAT7

261,999,000.00

904.554509521

13.467147661

0.000000000

891.087361860

3.801488326

0.000000000

5.12500000%

A2-1-2

52525LAU4

32,752,000.00

904.554509648

13.467147655

0.000000000

891.087361993

3.801488459

0.000000000

5.12500000%

A2-2

52525LAS9

120,522,000.00

1000.000000000

0.000000000

1000.000000000

4.319274987

0.000000000

5.26500000%

52525LAC4

78,920,000.00

1000.000000000

0.000000000

1000.000000000

4.444274962

0.000000000

5.41500000%

52525LAD2

70,323,000.00

932.255037754

9.558664306

0.000000000

922.696373448

3.987821907

0.000000000

5.21500000%

AIO

52525LAP5

782,152,000.00 N

939.090579095

0.000000000

930.496394499

1.534826159

0.000000000

N/A

52525LAE0

20,797,000.00

1000.000000000

0.000000000

1000.000000000

4.610941482

0.000000000

5.61500000%

52525LAF7

16,728,000.00

1000.000000000

0.000000000

1000.000000000

4.819274868

0.000000000

5.86500000%

52525LAG5

9,946,000.00

1000.000000000

0.000000000

1000.000000000

5.235942087

0.000000000

6.36500000%

52525LAH3

6,781,000.00

1000.000000000

0.000000000

1000.000000000

5.652608760

0.000000000

6.86500000%

52525LAJ9

8,590,000.00

1000.000000000

0.000000000

1000.000000000

5.652608847

0.000000000

6.86500000%

52525LAK6

6,781,000.00

1000.000000000

0.000000000

1000.000000000

5.652608760

0.000000000

6.86500000%

52525LAL4

7,685,000.00

1000.000000000

0.000000000

1000.000000000

5.652608979

0.000000000

6.86500000%

52525LAM2

6,329,000.00

1000.000000000

0.000000000

1000.000000000

5.652608627

0.000000000

6.86500000%

52525LAN0

5,425,000.00

1000.000000000

0.000000000

1000.000000000

5.652608295

0.000000000

6.86500000%

M10

52525LAV2

5,877,000.00

1000.000000000

0.000000000

1000.000000000

5.652608474

0.000000000

6.86500000%

9ABSDH95

100.00

1000.000000000

0.000000000

1000.000000000

21105.100000000

N/A

9ABSDH96

904,221,465.93 N

947.309095056

0.000000000

939.875121275

0.835407473

N/A

LT-R

9ABSDH98

0.00

0.000000000

N/A

9ABSDH97

0.00

0.000000000

N/A

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: 26-Dec-07

Statement to Certificate Holders (FACTORS)

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 4 of 28

21-Dec-2007 10:01

Interest Summary

Principal Summary

Swap Agreement

Interest Summary

Principal Summary

Net Swap payment payable to the Swap

Scheduled Interest

6,299,743.96

Scheduled Prin Distribution

117,420.66

Administrator

0.00

Fees

367,156.55

Curtailments

13,303.71

Net Swap payment payable to the Swap Provider

344,927.22

Remittance Interest

5,932,587.41

Prepayments in Full

6,591,234.30

Other Interest Proceeds/Shortfalls

Liquidation Proceeds

0.00

Swap Termination payment payable to the Swap

Prepayment Penalties

2,110.51

Repurchase Proceeds

0.00

Administrator

0.00

Other Interest Loss

0.00

Other Principal Proceeds

0.00

Swap Termination payment payable to the Swap

0.00

Other Interest Proceeds

0.00

Remittance Principal

6,721,958.67

Provider

Non-advancing Interest

0.00

Net PPIS/Relief Act Shortfall

0.00

Cap Agreement

Modification Shortfall

0.00

Other Interest Proceeds/Shortfalls

2,110.51

Amt Received Under the Cap Agreement

0.00

Interest Adjusted

5,934,697.92

Fee Summary

Senior Principal Distribution Amount

Total Servicing Fees

179,158.75

Total Trustee Fees

0.00

Senior Principal Distribution Amount

6,721,958.67

LPMI Fees

166,834.68

Credit Manager's Fees

0.00

FDP Premiums

Misc. Fees / Trust Expense

0.00

Insurance Premium

21,163.12

FDP Premiums

0.00

Total Fees

367,156.55

Insurance Proceeds

Advances (Principal & Interest)

Insurance Proceeds

0.00

Prior Month's Outstanding Advances

N/A

Current Advances

N/A

Reimbursement of Prior Advances

N/A

Outstanding Advances

N/A

P&I Due Certificate Holders

12,311,729.37

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

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 5 of 28

21-Dec-2007 10:01

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

904,221,465.93

3,416

3 mo. Rolling Average

52,673,240

857,322,524

6.17%

WAC - Remit Current

9.44%

8.12%

8.34%

Cum Scheduled Principal

604,698.36

6 mo. Rolling Average

31,661,264

866,793,324

3.71%

WAC - Remit Original

9.50%

8.15%

8.38%

Cum Unscheduled Principal

53,761,507.62

12 mo. Rolling Average

31,661,264

866,793,324

3.71%

WAC - Current

9.69%

8.65%

8.83%

Cum Liquidations

0.00

Loss Levels

Amount

Count

WAC - Original

9.75%

8.68%

8.86%

Cum Repurchases

907,475.72

3 mo. Cum Loss

0.00

WAL - Current

348.87

352.41

351.82

6 mo. Cum loss

0.00

WAL - Original

353.16

356.34

355.79

Current

Amount

Count

12 mo. Cum Loss

0.00

Beginning Pool

856,577,218.62

3,199

94.73%

Current Index Rate

Scheduled Principal

117,420.66

0.01%

Triggers

Next Index Rate

Unscheduled Principal

6,604,538.01

0.73%

Liquidations

0.00

0.00%

> Delinquency Trigger Event

(2)

YES

Repurchases

0.00

0.00%

Delinquency Event Calc

(1)

85,667,823.90

849,855,260

10.08%

Ending Pool

849,855,259.95

3,163

93.99%

> Loss Trigger Event?

(3)

Average Loan Balance

268,686.46

Cumulative Loss

0.00%

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)

14.36%

Step Down %

(5)

27.00%

Cash Out/Refinance

25.59%

Credit Enhancement

Amount

% of Current Specified Enhancement %

(6)

25.93%

SFR

57.29%

Original OC

27,130,465.93

3.00%

> Step Down Date?

Target OC

27,126,644.00

3.00%

Min

Max

W A

Beginning OC

27,126,644.00

Extra Principal

0.00

FICO

523

816

712.39

OC Amount per PSA

27,126,644.00

3.00%

Cumulative Extra Principal

0.00

Ending OC

27,126,644.00

OC Release

0.00

Mezz Certificates

94,939,000.00 10.50%

OC Deficiency

0.00

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

623,664,910.07

72.75%

Balance

219,409,656.18

491,153,055.86

Misc/Additional Information

Pool Level Information

4.783130%

4.865000%

Distribution Date: 26-Dec-07

Pool Detail and Performance Indicators Total (All Loans)

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 6 of 28

21-Dec-2007 10:01

A1-1

Act/360

193,256,257.36

5.093130000%

820,232.70

0.00

820,232.70

0.00

A1-2

Act/360

9,636,000.00

5.283130000%

42,423.53

0.00

42,423.53

0.00

0.01

0.00

A2-1-1

Act/360

236,992,376.94

5.043130000%

995,986.14

0.00

995,986.14

0.00

A2-1-2

Act/360

29,625,969.30

5.043130000%

124,506.35

0.00

124,506.35

0.00

A2-2

Act/360

120,522,000.00

5.183130000%

520,567.66

0.00

520,567.66

0.00

Act/360

78,920,000.00

5.333130000%

350,742.18

0.00

350,742.18

0.00

Act/360

65,558,971.02

5.133130000%

280,435.60

0.00

280,435.60

0.00

AIO

30/360

734,511,574.62

1.961250000%

1,200,467.35

0.00

1,200,467.35

0.00

N/A

Act/360

20,797,000.00

5.533130000%

95,893.75

0.00

95,893.75

0.00

Act/360

16,728,000.00

5.783130000%

80,616.83

0.00

80,616.83

0.00

Act/360

9,946,000.00

6.283130000%

52,076.68

0.00

52,076.68

0.00

Act/360

6,781,000.00

6.783130000%

38,330.34

0.00

38,330.34

0.00

Act/360

8,590,000.00

6.783130000%

48,555.91

0.00

48,555.91

0.00

Act/360

6,781,000.00

6.783130000%

38,330.34

0.00

38,330.34

0.00

Act/360

7,685,000.00

6.783130000%

43,440.30

0.00

43,440.30

0.00

Act/360

6,329,000.00

6.783130000%

35,775.36

0.00

35,775.36

0.00

Act/360

5,425,000.00

6.783130000%

30,665.40

0.00

30,665.40

0.00

M10

Act/360

5,877,000.00

6.783130000%

33,220.38

0.00

33,220.38

0.00

100.00

N/A

0.00

2,110.51

0.00

2,110.51

0.00

N/A

X-S

856,577,218.62

N/A

0.00

755,393.37

0.00

755,393.37

0.00

N/A

S-X

856,577,218.62

N/A

0.00

N/A

C-X

856,577,218.62

N/A

0.00

N/A

LT-R

0.00

N/A

0.00

N/A

0.00

N/A

0.00

N/A

Total

829,450,674.62

4,832,266.80

757,503.88

0.00

4,832,266.80

5,589,770.68

0.00

0.01

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: 26-Dec-07

Bond Interest Reconciliation - Part I

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 7 of 28

21-Dec-2007 10:01

A1-1

24-Dec-07

26-Nov-07

26-Dec-07

4,648,251.20

0.00

A1-2

24-Dec-07

26-Nov-07

26-Dec-07

231,680.59

0.00

A2-1-1

24-Dec-07

26-Nov-07

26-Dec-07

5,721,722.24

0.00

A2-1-2

24-Dec-07

26-Nov-07

26-Dec-07

715,261.70

0.00

A2-2

24-Dec-07

26-Nov-07

26-Dec-07

2,846,181.93

0.00

24-Dec-07

26-Nov-07

26-Dec-07

1,914,372.09

0.00

24-Dec-07

26-Nov-07

26-Dec-07

1,585,866.94

0.00

AIO

24-Dec-07

1-Nov-07

1-Dec-07

5,105,018.68

0.00

24-Dec-07

26-Nov-07

26-Dec-07

522,268.34

0.00

24-Dec-07

26-Nov-07

26-Dec-07

437,974.54

0.00

24-Dec-07

26-Nov-07

26-Dec-07

281,680.78

0.00

24-Dec-07

26-Nov-07

26-Dec-07

206,548.59

0.00

24-Dec-07

26-Nov-07

26-Dec-07

261,650.56

0.00

24-Dec-07

26-Nov-07

26-Dec-07

206,548.59

0.00

24-Dec-07

26-Nov-07

26-Dec-07

234,084.33

0.00

24-Dec-07

26-Nov-07

26-Dec-07

192,780.71

0.00

24-Dec-07

26-Nov-07

26-Dec-07

165,244.95

0.00

M10

24-Dec-07

26-Nov-07

26-Dec-07

179,012.84

0.00

30-Nov-07

1-Nov-07

1-Dec-07

98,661.56

0.00

2,110.51

0.00

X-S

30-Nov-07

1-Nov-07

1-Dec-07

4,131,847.57

0.00

755,393.37

0.00

S-X

30-Nov-07

1-Nov-07

1-Dec-07

40,908.74

0.00

C-X

30-Nov-07

1-Nov-07

1-Dec-07

0.00

LT-R

30-Nov-07

1-Nov-07

1-Dec-07

0.00

30-Nov-07

1-Nov-07

1-Dec-07

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: 26-Dec-07

Bond Interest Reconciliation - Part II

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 8 of 28

21-Dec-2007 10:01

Distribution Date: 26-Dec-07

Bond Interest Reconciliation - Part II

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Total

29,727,567.47

0.00

2,110.51

0.00

755,393.37

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 9 of 28

21-Dec-2007 10:01

A1-1

208,000,000.00

193,256,257.36

36,339.31

2,043,970.17

0.00

16,824,052.13

0.00

191,175,947.88

25-Jul-47

N/A

A1-2

9,636,000.00

0.00

9,636,000.00

25-Jul-47

N/A

A2-1-1

261,999,000.00

236,992,376.94

61,634.51

3,466,744.71

0.00

28,535,002.28

0.00

233,463,997.72

25-Jul-47

N/A

A2-1-2

32,752,000.00

29,625,969.30

7,704.81

433,371.21

0.00

3,567,106.72

0.00

29,184,893.28

25-Jul-47

N/A

A2-2

120,522,000.00

0.00

120,522,000.00

25-Jul-47

N/A

78,920,000.00

0.00

78,920,000.00

25-Jul-47

N/A

70,323,000.00

65,558,971.02

11,742.03

660,451.92

0.00

5,436,222.92

0.00

64,886,777.07

25-Jul-47

N/A

AIO

782,152,000.00

734,511,574.62

0.00

727,789,615.95

25-May-12

N/A

20,797,000.00

0.00

20,797,000.00

25-Jul-47

N/A

16,728,000.00

0.00

16,728,000.00

25-Jul-47

N/A

9,946,000.00

0.00

9,946,000.00

25-Jul-47

N/A

6,781,000.00

0.00

6,781,000.00

25-Jul-47

N/A

8,590,000.00

0.00

8,590,000.00

25-Jul-47

N/A

6,781,000.00

0.00

6,781,000.00

25-Jul-47

N/A

7,685,000.00

0.00

7,685,000.00

25-Jul-47

N/A

6,329,000.00

0.00

6,329,000.00

25-Jul-47

N/A

5,425,000.00

0.00

5,425,000.00

25-Jul-47

N/A

M10

5,877,000.00

0.00

5,877,000.00

25-Jul-47

N/A

100.00

0.00

100.00

25-Jul-47

N/A

X-S

904,221,465.93

856,577,218.62

0.00

849,855,259.95

25-Jul-47

N/A

S-X

904,221,465.93

856,577,218.62

0.00

849,855,259.95

25-Jul-47

N/A

C-X

904,221,465.93

856,577,218.62

0.00

849,855,259.95

25-Jul-47

N/A

LT-R

0.00

25-Jul-47

N/A

0.00

25-Jul-47

N/A

Total

877,091,100.00

829,450,674.62

117,420.66

6,604,538.01

0.00

54,362,384.05

0.00

822,728,715.95

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: 26-Dec-07

Bond Principal Reconciliation

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 10 of 28

21-Dec-2007 10:01

Class

CUSIP

Fitch

Moody's

DBRS

S&P

A1-1

52525LAQ3

Aaa

AAA

A1-2

52525LAR1

Aaa

AAA

A2-1-1

52525LAT7

Aaa

AAA

A2-1-2

52525LAU4

Aaa

AAA

A2-2

52525LAS9

Aaa

AAA

52525LAC4

Aaa

AAA

52525LAD2

Aaa

AAA

AIO

52525LAP5

Aaa

AAA

52525LAE0

Aa1

AA+

52525LAF7

Aa2

AA+

52525LAG5

Aa3

52525LAH3

52525LAJ9

52525LAK6

A+

52525LAL4

Baa1

52525LAM2

Baa2

A-

52525LAN0

Baa3

BBB+

M10

52525LAV2

BBB

9ABSDH95

9ABSDH96

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: 26-Dec-07

Ratings Information

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 11 of 28

21-Dec-2007 10:01

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

26-Dec-07

2,798

723,991,998

118

40,195,438

34,589,508

4,135,033

1,965,430

133

44,333,558

644,295

26-Nov-07

2,926

764,082,272

120

42,223,405

27,758,427

1,681,290

612,717

20,166,859

52,250

25-Oct-07

3,054

805,302,252

108

38,152,487

21,455,426

127,929

497,000

25-Sep-07

3,274

872,608,349

2,112,999

187,000

27-Aug-07

3,336

886,563,603

427,500

99,598

26-Dec-07

88.46%

85.19%

3.73%

4.73%

2.94%

4.07%

0.32%

0.49%

0.28%

0.23%

4.20%

5.22%

0.06%

0.08%

26-Nov-07

91.47%

89.20%

3.75%

4.93%

2.47%

3.24%

0.13%

0.20%

0.13%

0.07%

2.03%

2.35%

0.03%

0.01%

25-Oct-07

94.43%

93.04%

3.34%

4.41%

2.10%

2.48%

0.06%

0.01%

0.06%

0.00%

25-Sep-07

99.79%

99.74%

0.18%

0.24%

0.00%

0.03%

0.02%

0.00%

27-Aug-07

99.91%

99.94%

0.06%

0.05%

0.00%

0.03%

0.01%

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: 26-Dec-07

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

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 12 of 28

21-Dec-2007 10:01

Balance

26-Dec-07

80,787

132

44,252,771

644,295

552,000

115,660

1,297,770

26-Nov-07

534,990

19,631,869

52,250

302,717

310,000

25-Oct-07

187,000

310,000

25-Sep-07

187,000

27-Aug-07

99,598

26-Dec-07

0.00%

0.03%

0.01%

4.17%

5.21%

0.00%

0.06%

0.08%

0.00%

0.06%

0.01%

0.16%

0.15%

26-Nov-07

0.00%

0.06%

1.97%

2.29%

0.00%

0.03%

0.01%

0.00%

0.09%

0.04%

0.00%

0.03%

0.04%

25-Oct-07

0.00%

0.03%

0.02%

0.03%

0.04%

0.00%

25-Sep-07

0.00%

0.03%

0.02%

0.00%

27-Aug-07

0.00%

0.03%

0.01%

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: 26-Dec-07

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

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 13 of 28

21-Dec-2007 10:01

Insurance

Substitution

Liquidation

Remaining Term

Balance

Proceeds

Amount

Life

Coupon

Remit

26-Dec-07

3,163

849,855,260

6,591,234

0.00

352

8.83%

8.34%

26-Nov-07

3,199

856,577,219

8,808,445

0.00

353

8.83%

8.35%

25-Oct-07

3,234

865,535,094

9,080,633

0.00

354

8.84%

8.36%

25-Sep-07

3,281

874,908,347

11,944,460

0.00

355

8.85%

8.37%

27-Aug-07

3,339

887,090,701

16,984,603

0.00

356

8.86%

8.38%

Curr Weighted Avg.

Total (All Loans)

Distribution

Date

Ending Pool

Payoffs

Realized Losses

Distribution Date: 26-Dec-07

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

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 14 of 28

21-Dec-2007 10:01

SMM (Single Monthly Mortality)

Total

Current Period

0.77%

3-Month Average

0.95%

6-Month Average

1.22%

12-Month Average

1.22%

Average Since Cut-Off

1.22%

CPR (Conditional Prepayment Rate)

Total

Current Period

8.87%

3-Month Average

10.81%

6-Month Average

13.59%

12-Month Average

13.59%

Average Since Cut-Off

13.59%

PSA (Public Securities Association)

Total

Current Period

148%

3-Month Average

180%

6-Month Average

227%

12-Month Average

227%

Average Since Cut-Off

227%

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: 26-Dec-07

Prepayment Summary

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

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 15 of 28

21-Dec-2007 10:01

Min

Max

Count

% of Total

Balance

% of Total

Min

Max

Count

% of Total

Balance

% of Total

76,000

326

10.31%

18,590,189

2.19%

1,000

75,000

345

10.10%

19,252,253

2.13%

76,000

107,000

261

8.25%

23,826,893

2.80%

75,000

105,000

310

9.07%

27,814,096

3.08%

107,000

138,000

292

9.23%

35,848,412

4.22%

105,000

135,000

309

9.05%

37,462,472

4.14%

138,000

169,000

301

9.52%

45,768,598

5.39%

135,000

165,000

322

9.43%

48,336,882

5.35%

169,000

200,000

230

7.27%

42,489,035

5.00%

165,000

195,000

232

6.79%

41,781,941

4.62%

200,000

229,000

171

5.41%

36,794,488

4.33%

195,000

223,000

191

5.59%

39,994,491

4.42%

229,000

286,000

343

10.84%

88,084,624

10.36%

223,000

280,000

364

10.66%

91,599,101

10.13%

286,000

343,000

268

8.47%

83,792,367

9.86%

280,000

337,000

301

8.81%

92,733,215

10.26%

343,000

400,000

179

5.66%

66,314,865

7.80%

337,000

394,000

190

5.56%

69,068,502

7.64%

400,000

457,000

253

8.00%

109,605,052

12.90%

394,000

451,000

257

7.52%

109,723,316

12.13%

457,000

515,000

223

7.05%

108,639,722

12.78%

451,000

510,000

254

7.44%

122,369,469

13.53%

515,000

1,257,000

316

9.99%

190,101,016

22.37%

510,000

1,259,000

341

9.98%

204,085,728

22.57%

3,163

100.00%

849,855,260

100.00%

3,416

100.00%

904,221,466

100.00%

Min

Max

Count

% of Total

Balance

% of Total

Min

Max

Count

% of Total

Balance

% of Total

4.75%

7.44%

306

9.67%

118,631,900

13.96%

4.75%

7.38%

344

10.07%

124,373,692

13.75%

7.44%

7.78%

205

6.48%

74,323,748

8.75%

7.38%

7.73%

185

5.42%

64,581,602

7.14%

7.78%

8.13%

219

6.92%

70,877,547

8.34%

7.73%

8.09%

254

7.44%

81,476,767

9.01%

8.13%

8.47%

215

6.80%

68,874,050

8.10%

8.09%

8.45%

253

7.41%

77,896,036

8.61%

8.47%

8.81%

323

10.21%

91,265,000

10.74%

8.45%

8.81%

341

9.98%

95,120,832

10.52%

8.81%

9.20%

331

10.46%

86,676,551

10.20%

8.81%

9.18%

341

9.98%

88,264,691

9.76%

9.20%

9.50%

308

9.74%

67,240,570

7.91%

9.18%

9.47%

267

7.82%

57,862,815

6.40%

9.50%

9.80%

271

8.57%

58,562,293

6.89%

9.47%

9.77%

354

10.36%

76,642,634

8.48%

9.80%

10.09%

265

8.38%

57,958,987

6.82%

9.77%

10.06%

294

8.61%

63,966,997

7.07%

10.09%

10.39%

207

6.54%

44,659,776

5.25%

10.06%

10.36%

208

6.09%

45,706,262

5.05%

10.39%

10.72%

192

6.07%

42,177,854

4.96%

10.36%

10.69%

226

6.62%

49,631,828

5.49%

10.72%

15.63%

321

10.15%

68,606,983

8.07%

10.69%

15.63%

349

10.22%

78,697,308

8.70%

3,163

100.00%

849,855,260

100.00%

3,416

100.00%

904,221,466

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: 26-Dec-07

Mortgage Loan Characteristics Part I

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 16 of 28

21-Dec-2007 10:01

2,288

708,589,357

83.38%

352.41

8.65%

2,457

748,526,017

82.78%

360.06

8.66%

875

141,265,903

16.62%

348.87

9.69%

959

155,695,449

17.22%

357.26

9.75%

3,163

849,855,260

100.00%

3,416

904,221,466

100.00%

1,880

486,405,268

57.23%

351.51

8.68%

2,043

516,305,363

57.10%

359.48

8.69%

509

161,860,168

19.05%

352.82

8.70%

545

173,154,819

19.15%

359.90

8.76%

468

120,633,870

14.19%

351.86

9.42%

501

129,576,377

14.33%

359.28

9.46%

292

78,709,153

9.26%

351.98

9.02%

306

82,136,294

9.08%

360.00

9.05%

1,401,717

0.16%

332.44

9.16%

2,203,084

0.24%

360.00

7.25%

845,084

0.10%

349.83

8.77%

845,529

0.09%

360.00

8.77%

3,163

849,855,260

100.00%

3,416

904,221,466

100.00%

Total

Multifamily

Condo - Low Facility

Manufactured Housing

Other

Distribution by Property Types (Cut-off)

Property Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

SF Unattached Dwelling

PUD

Total

Manufactured Housing

Other

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: 26-Dec-07

Mortgage Loan Characteristics Part II

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 17 of 28

21-Dec-2007 10:01

Distribution Date: 26-Dec-07

Mortgage Loan Characteristics Part II

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

1,630

558,859,887

65.76%

351.66

8.41%

1,729

584,645,722

64.66%

359.62

8.41%

1,331

230,061,960

27.07%

352.05

9.72%

1,476

255,711,379

28.28%

359.39

9.75%

202

60,933,414

7.17%

352.43

9.24%

211

63,864,365

7.06%

360.00

9.24%

3,163

849,855,260

100.00%

3,416

904,221,466

100.00%

2,407

631,772,786

74.34%

352.55

9.10%

2,619

678,273,553

75.01%

359.78

9.14%

492

143,747,492

16.91%

349.79

8.14%

510

147,337,947

16.29%

358.21

8.16%

262

73,983,112

8.71%

349.64

7.77%

284

78,166,536

8.64%

360.39

7.61%

351,870

0.04%

333.50

8.17%

443,431

0.05%

360.00

7.16%

3,163

849,855,260

100.00%

3,416

904,221,466

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 Investment Property

Refinance/Equity Takeout

Refinance/No Cash Out

Purchase

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Non-Owner Occupied

Owner Occupied - Secondary Residence

Owner Occupied - Primary Residence

Occupancy Type

# of

Loans

Ending Balance

% of

Balance

WAMM

WAC

Page 18 of 28

21-Dec-2007 10:01

Distribution Date: 26-Dec-07

Mortgage Loan Characteristics Part II

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

3,163

849,855,260

100.00%

351.82

8.82%

3,416

904,221,466

100.00%

359.58

8.85%

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 19 of 28

21-Dec-2007 10:01

WAMM

WAC

California

471

216,953,941

25.53%

353

7.85%

Florida

311

86,371,778

10.16%

352

9.35%

Illinois

181

45,839,129

5.39%

353

9.47%

New Jersey

122

40,718,798

4.79%

353

9.38%

Nevada

35,156,257

4.14%

353

8.70%

Arizona

115

34,304,642

4.04%

352

8.77%

Texas

228

33,837,055

3.98%

350

9.40%

New York

33,641,723

3.96%

352

9.08%

Maryland

105

32,929,943

3.87%

353

8.98%

Colorado

113

28,370,926

3.34%

353

8.93%

Remaining

1,335

261,731,067

30.80%

350

9.14%

WAMM

WAC

California

485

222,591,632

24.62%

360

7.89%

Florida

316

88,633,800

9.80%

361

9.32%

Illinois

204

52,597,122

5.82%

360

9.46%

New Jersey

134

44,105,008

4.88%

360

9.40%

Arizona

128

38,016,168

4.20%

360

8.85%

Nevada

103

37,226,254

4.12%

360

8.75%

Texas

239

36,176,653

4.00%

359

9.38%

New York

34,557,539

3.82%

359

9.10%

Maryland

110

34,017,329

3.76%

360

9.02%

Colorado

130

32,108,029

3.55%

360

9.00%

Remaining

1,479

284,191,931

31.43%

359

9.13%

(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: 26-Dec-07

Geographic Concentration

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Top 10 Current State Concentration

California

New Jersey

Illinois

Florida

Colorado

Maryland

New York

Texas

Arizona

Nevada

Remaining

Page 20 of 28

21-Dec-2007 10:01

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

Third Party
Charged Off/Matured
Side Note
Manual

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

0.00

Loss-Certs

Adjusted

Liq Type

Adj Type

No Realized Losses Reported for the Current Period

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: 26-Dec-07

Current Period Realized Loss Detail

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 21 of 28

21-Dec-2007 10:01

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

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: 26-Dec-07

Historical Realized Loss Summary

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 22 of 28

21-Dec-2007 10:01

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: 26-Dec-07

Realized Loss Summary

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

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 23 of 28

21-Dec-2007 10:01

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

Material Breach Description

No Material Breaches Reported

Disclosure

Control #

Loan Group #

Ending Principal

Balance

Material Breach

Date

Distribution Date: 26-Dec-07

Material Breaches Detail

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 24 of 28

21-Dec-2007 10:01

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.

No Prior Loan Modification Reported

Total (All Loans)

Disclosure

Control #

Loan Group #

Modified Maturity

Date

Cutoff Maturity

Date

Modification Description

Distribution Date: 26-Dec-07

Modified Loan Detail

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 25 of 28

21-Dec-2007 10:01

40570269

1-Dec-07

Clarkston

SF Unattached Dwelling

593,512.77

592,045.28

0.00

40341877

1-Nov-07

Kalamazoo

SF Unattached Dwelling

52,250.00

0.00

Total

645,762.77

644,295.28

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: 26-Dec-07

Historical Collateral Level REO Report

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 26 of 28

21-Dec-2007 10:01

Substitution Code

No Substituted Loans Reported

- - - Loans Substituted Into Pool - - -

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

Investor #

Period

Beginning Principal Balance

Investor #

Period

Beginning Principal

Balance

Adjusted for Principal

Distribution Date: 26-Dec-07

Substitution Detail History

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 27 of 28

21-Dec-2007 10:01

No History of Substituted Loans Reported

- - - 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: 26-Dec-07

Substitution Detail History Summary

Lehman XS Trust

Mortgage Pass-Through Certificates

Series 2007-14H

Page 28 of 28

21-Dec-2007 10:01

Lehman XS Trust 2007-14H 10-D