		Credit Suisse First Boston Mortgage Securities Corp.	Contact:
		Home Equity Pass-Through Certificates, Series 2005-HT3	Kristy Frideres
			Account Administrator
			651-495-2124
		STATEMENT TO CERTIFICATEHOLDERS	kristy.frideres@usbank.com
		Section 4.04 of the PSA, dated April 1, 2005
		REVISED
Distribution Date:	25-May-05

		Original	Beginning				Interest		Ending
		Certificate	Certificate	Principal	Interest	Realized Loss	Shortfall	Total	Certificate
Class	Cusip	Face Value	Balance (1)	Distribution	Distribution	of Principal	Amount	Distribution	Balance (1)
1-A-1	437084KG0	$360,000,000.00	$360,000,000.00	$5,098,135.60	$881,550.00	N/A	$0.00	$5,979,685.60	$354,901,864.40
1-A-2	437084KH8	$90,000,000.00	$90,000,000.00	$1,274,533.90	$223,425.00	N/A	$0.00	$1,497,958.90	$88,725,466.10
2-A-1	437084KJ4	$172,000,000.00	$172,000,000.00	$4,702,032.02	$406,350.00	N/A	$0.00	$5,108,382.02	$167,297,967.98
2-A-2	437084KK1	$114,000,000.00	$114,000,000.00	$0.00	$279,585.00	N/A	$0.00	$279,585.00	$114,000,000.00
2-A-3	437084KL9	$12,325,000.00	$12,325,000.00	$0.00	$31,336.31	N/A	$0.00	$31,336.31	$12,325,000.00
A-IO-1	437084KM7	$138,440,125.00	$138,440,125.00	$0.00	$734,214.33	N/A	$0.00	$734,214.33	$136,391,305.22
A-IO-2	437084LA2	$848,000,000.00	$0.00	$0.00	$0.00	N/A	$0.00	$0.00	$0.00
A-IO-S	437084LB0	$925,000,050.00	$925,000,050.00	$0.00	$69,334.79	N/A	$0.00	$69,334.79	$913,925,298.48
M-1	437084KQ8	$44,400,000.00	$44,400,000.00	$0.00	$115,551.00	$0.00	$0.00	$115,551.00	$44,400,000.00
M-2	437084KR6	$29,600,000.00	$29,600,000.00	$0.00	$77,700.00	$0.00	$0.00	$77,700.00	$29,600,000.00
M-3	437084KS4	$18,500,000.00	$18,500,000.00	$0.00	$49,117.50	$0.00	$0.00	$49,117.50	$18,500,000.00
M-4	437084KT2	$17,112,500.00	$17,112,500.00	$0.00	$47,487.19	$0.00	$0.00	$47,487.19	$17,112,500.00
M-5	437084KU9	$15,262,500.00	$15,262,500.00	$0.00	$42,925.78	$0.00	$0.00	$42,925.78	$15,262,500.00
M-6	437084KV7	$14,800,000.00	$14,800,000.00	$0.00	$41,847.00	$0.00	$0.00	$41,847.00	$14,800,000.00
B-1	437084KW5	$12,487,500.00	$12,487,500.00	$0.00	$40,178.53	$0.00	$0.00	$40,178.53	$12,487,500.00
B-2	437084KX3	$10,637,500.00	$10,637,500.00	$0.00	$35,183.53	$0.00	$0.00	$35,183.53	$10,637,500.00
B-3	437084KY1	$9,250,000.00	$9,250,000.00	$0.00	$35,103.75	$0.00	$0.00	$35,103.75	$9,250,000.00
B-4	437084KZ8	$4,625,000.00	$4,625,000.00	$0.00	$21,020.63	$0.00	$0.00	$21,020.63	$4,625,000.00
X	437084LC8	$925,000,050.00	$925,000,050.00	$0.00	$2,181,973.19	N/A	$0.00	$2,181,973.19	$913,925,298.48
R	437084KN5	$25.00	$25.00	$25.00	$0.06	N/A	$0.00	$25.06	$0.00
R-II	437084KP0	$25.00	$25.00	$25.00	$0.06	N/A	$0.00	$25.06	$0.00
Total		$925,000,050.00	$925,000,050.00	$11,074,751.52	$5,313,883.65	$0.00	$0.00	$16,388,635.17	$913,925,298.48

(1) Classes A-IO-1, A-IO-2, A-IO-S and X are IO Certs, and the Balances reflected for these Certs are Notional Amounts

			Interest		Ending		Current
	Principal	Interest	Carry-forward	Total	Certificate		Pass-Through
Class	Distribution	Distribution	Amount	Distribution	Balance	Class	Interest Rate
1-A-1	14.16148778	$2.44875000	$0.00000000	$16.61023778	$985.83851222	1-A-1	3.26500%
1-A-2	14.16148778	$2.48250000	$0.00000000	$16.64398778	$985.83851222	1-A-2	3.31000%
2-A-1	27.33739547	$2.36250000	$0.00000000	$29.69989547	$972.66260453	2-A-1	3.15000%
2-A-2	0.00000000	$2.45250000	$0.00000000	$2.45250000	$1,000.00000000	2-A-2	3.27000%
2-A-3	0.00000000	$2.54249980	$0.00000000	$2.54249980	$1,000.00000000	2-A-3	3.39000%
A-IO-1	0.00000000	$5.30347925	$0.00000000	$5.30347925	$985.20067949	A-IO-1	4.94000%
A-IO-2	0.00000000	$0.00000000	$0.00000000	$0.00000000	$0.00000000	A-IO-2	0.00000%
A-IO-S	0.00000000	$0.07495653	$0.00000000	$0.07495653	$988.02729630	A-IO-S	0.08995%
M-1	0.00000000	$2.60250000	$0.00000000	$2.60250000	$1,000.00000000	M-1	3.47000%
M-2	0.00000000	$2.62500000	$0.00000000	$2.62500000	$1,000.00000000	M-2	3.50000%
M-3	0.00000000	$2.65500000	$0.00000000	$2.65500000	$1,000.00000000	M-3	3.54000%
M-4	0.00000000	$2.77500015	$0.00000000	$2.77500015	$1,000.00000000	M-4	3.70000%
M-5	0.00000000	$2.81249992	$0.00000000	$2.81249992	$1,000.00000000	M-5	3.75000%
M-6	0.00000000	$2.82750000	$0.00000000	$2.82750000	$1,000.00000000	M-6	3.77000%
B-1	0.00000000	$3.21749990	$0.00000000	$3.21749990	$1,000.00000000	B-1	4.29000%
B-2	0.00000000	$3.30749988	$0.00000000	$3.30749988	$1,000.00000000	B-2	4.41000%
B-3	0.00000000	$3.79500000	$0.00000000	$3.79500000	$1,000.00000000	B-3	5.06000%
B-4	0.00000000	$4.54500108	$0.00000000	$4.54500108	$1,000.00000000	B-4	6.06000%
X	0.00000000	$2.35888981	$0.00000000	$2.35888981	$988.02729630	R	3.26500%
						R-II	3.26500%
For additional information regarding the Mortgage Loans serviced by Select Portfolio Servicing, Inc.,						LIBOR	3.06000%
please contact Select Portfolio Servicing, Inc. at csfbdeals@spservicing.com.

Page 1

		Credit Suisse First Boston Mortgage Securities Corp.	Contact:
		Home Equity Pass-Through Certificates, Series 2005-HT3	Kristy Frideres
			Account Administrator
			651-495-2124
		STATEMENT TO CERTIFICATEHOLDERS	kristy.frideres@usbank.com
		Section 4.04 of the PSA, dated April 1, 2005
		REVISED
Distribution Date:	25-May-05

		GROUP 1	GROUP 2	TOTAL
(i)	Principal Distributions:
	Beginning Balance	526,877,892.91	352,539,652.05	879,417,544.96
	Scheduled Principal	330,004.79	216,132.60	546,137.39
	Prepayments (Includes Curtailments)	6,042,664.71	4,485,949.42	10,528,614.13
	Net Liquidation Proceeds	0.00	0.00	0.00
	Loan Purchase Prices	0.00	0.00	0.00
	Total Principal Remittance	6,372,669.50	4,702,082.02	11,074,751.52
	Net Realized Losses	0.00	0.00	0.00
	Ending Balance	520,505,223.41	347,837,570.03	868,342,793.44
	Ending Count	3,292	1,727	5,019

(ii)

Aggregate Ending Collateral Balance

549,877,330.50

364,047,967.98

913,925,298.48

(iii)

Ending Overcollateralization Amount

0.00

(iv)	Prefunding Account:
	Beginning Balance	29,372,107.09	16,210,397.95	45,582,505.04
	Subsequent Transfer	0.00	0.00	0.00
	Added to available certificate principal	0.00	0.00	0.00
	Amount on Deposit in Prefunding Account	29,372,107.09	16,210,397.95	45,582,505.04

(v)	Interest Distributions:
	Scheduled Interest - Net of Serv Fee & LPMI & Dividend Rewards	2,999,543.14	2,023,789.22	5,023,332.36
	Less Relief Act Interest Shortfall	0.00	0.00	0.00
	Less Net Prepayment Interest Shortfall	0.00	0.00	0.00
		2,999,543.14	2,023,789.22	5,023,332.36
(vi)	Capitalized Interest Account:
	Beginning Balance			484,000.00
	less: Capitalized Interest Requirement	90,323.55	49,849.36	140,172.92
	less: Withdrawal of Overfunded Interest Amount to Depositor			0.00
	Ending Balance			343,827.08

(vii)	Servicing Fee	185,010.09	112,079.36	297,089.45
	Trustee Fee	1,097.66	734.46	1,832.12
	Credit Risk Manager Fee	7,244.57	4,847.42	12,091.99
	Excess Servicing Fee	34,522.47	34,812.32	69,334.79
	LPMI	59.09	90.87	149.96

Page 2

		Credit Suisse First Boston Mortgage Securities Corp.	Contact:
		Home Equity Pass-Through Certificates, Series 2005-HT3	Kristy Frideres
			Account Administrator
			651-495-2124
		STATEMENT TO CERTIFICATEHOLDERS	kristy.frideres@usbank.com
		Section 4.04 of the PSA, dated April 1, 2005
		REVISED
Distribution Date:	25-May-05

(viii)	Advances	Current Aggregate Advances as of determination date					1,166,162.38
		Outstanding Aggregate Advances as of end of prior calendar month					0.00

(ix)	Has SPS failed the Termination Test?						NO
	Has Ocwen failed the Termination Test?						NO

(x)	Delinquency Information
		30-59 days delinquent		60-89 days delinquent		90 or more days delinquent
		Count	Balance	Count	Balance	Count	Balance
	Group 1	7	483,717.63	0	0.00	0	0.00
	Group 2	6	1,326,505.44	0	0.00	0	0.00
	Total	13	1,810,223.07	0	0.00	0	0.00
	*Note: The above statistics do not include loans in foreclosure or bankruptcy proceedings or REO properties.

	Outstanding Loans		Foreclosure		Bankruptcy		REO
	Count	Balance	Count	Balance	Count	Balance	Count	Balance	Market Value
Group 1	3,292	520,505,223.41	0	0.00	4	267,470.49	0	0.00	0.00
Group 2	1,727	347,837,570.03	0	0.00	1	57,293.76	0	0.00	0.00
Total	5,019	868,342,793.44	0	0.00	5	324,764.25	0	0.00	0.00

(xi)	Number of Loans for which Prepayment Premiums were collected	26
	Principal Balance of Loans for which Prepayment Premiums were collected	5,730,569.92
	Current amount of Prepayment Premiums	164,302.48

(xii)	Current Delinquency Rate (60+days)						0.03554%
	Rolling Three Month Delinquency Rate (60+days)						0.03554%

(xiii)	Number of Loans Repurchased						0
	Principal Balance of Loans Repurchased						0.00

(xiv)	Realized Losses incurred during the related Due Period						0.00
	Cumulative Realized Losses since Startup Day						0.00

(xv)	Weighted Average Term to Maturity of Mortgage Loans	352
	Weighted Average Gross Coupon of Mortgage Loans	7.26013%
	Weighted Average Net Coupon of Mortgage Loans	6.73992%

Page 3

		Credit Suisse First Boston Mortgage Securities Corp.	Contact:
		Home Equity Pass-Through Certificates, Series 2005-HT3	Kristy Frideres
			Account Administrator
			651-495-2124
		STATEMENT TO CERTIFICATEHOLDERS	kristy.frideres@usbank.com
		Section 4.04 of the PSA, dated April 1, 2005
		REVISED
Distribution Date:	25-May-05

(xvi)

Aggregate number of Mortgage Loans in the pool

5,019

(xvii)

Insured Payment on Class A

0.00

(xviii)

Senior Enhancement Percentage

19.10000%

(xix)	Deposit to Basis Risk Reserve Fund						0.00
	Basis Risk Reserve Fund Balance						5,000.00

(xx)	Group 1 Senior Class Int Rate Cap
		Beginning Balance	0.00
		Deposits	0.00
		Withdrawal to cover Class 1-A-1 & 1-A-2 Basis Risk	0.00
		Withdrawal to pay Class X	0.00
		Ending Balance	0.00

(xxi)	Group 2 Senior Class Int Rate Cap
		Beginning Balance	0.00
		Deposits	0.00
		Withdrawal to cover Class 2-A-1, 2-A-2, and 2-A-3 Basis Risk	0.00
		Withdrawal to pay Class X	0.00
		Ending Balance	0.00

(xxii)	Subordinate Class Int Rate Cap
		Beginning Balance	0.00
		Deposits	0.00
		Withdrawal to cover Subordinate Basis Risk	0.00
		Withdrawal to pay Class X	0.00
		Ending Balance	0.00

(xxiii)	Ending Scheduled Balance of loans serviced by Wells	494,108,214.08
	Ending Scheduled Balance of loans serviced by SPS	165,299,628.28
	Ending Scheduled Balance of loans serviced by Ocwen	208,934,951.08
		868,342,793.44

(xxiii)	Number of Designated Mortgage Loans in which a WFBNA transfer has occurred						0
	Balance of Designated Mortgage Loans in which a WFBNA transfer has occurred						0.00

(xxiv)	Number of Designated Mortgage Loans in which a WFBNA transfer has not occurred						2,348
	Balance of Designated Mortgage Loans in which a WFBNA transfer has not occurred						463,924,336.47

Page 4

Home Equity Asset Trust 2005-3 8-K/A