				Credit Suisse First Boston Mortgage Securities Corp.				Contact:
				Home Equity Pass-Through Certificates, Series 2005-HT4				Kristy Frideres
								Account Administrator
								651-495-2124
				STATEMENT TO CERTIFICATEHOLDERS				kristy.frideres@usbank.com
				Section 4.04 of the PSA, dated June 1, 2005

Distribution Date:

25-Aug-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	437084LD6	$385,000,000.00	$380,899,388.40	$6,793,002.46	$1,205,387.86	N/A	$0.00	$7,998,390.32	$374,106,385.94
1-A-2	437084LE4	$96,250,000.00	$95,224,847.10	$1,698,250.62	$304,626.93	N/A	$0.00	$2,002,877.55	$93,526,596.48
2-A-1	437084LF1	$265,750,000.00	$255,910,014.95	$6,038,258.11	$782,302.70	N/A	$0.00	$6,820,560.81	$249,871,756.84
2-A-2	437084LG9	$162,000,000.00	$162,000,000.00	$0.00	$514,755.00	N/A	$0.00	$514,755.00	$162,000,000.00
2-A-3	437084LH7	$16,750,000.00	$16,750,000.00	$0.00	$54,953.96	N/A	$0.00	$54,953.96	$16,750,000.00
A-IO-S	437084LW4	$1,150,000,100.00	$1,135,034,301.13	$0.00	$50,835.72	N/A	$0.00	$50,835.72	$1,120,504,789.94
M-1	437084LL8	$41,975,000.00	$41,975,000.00	$0.00	$140,604.59	$0.00	$0.00	$140,604.59	$41,975,000.00
M-2	437084LM6	$38,525,000.00	$38,525,000.00	$0.00	$129,379.79	$0.00	$0.00	$129,379.79	$38,525,000.00
M-3	437084LN4	$24,725,000.00	$24,725,000.00	$0.00	$83,673.52	$0.00	$0.00	$83,673.52	$24,725,000.00
M-4	437084LP9	$21,850,000.00	$21,850,000.00	$0.00	$76,390.03	$0.00	$0.00	$76,390.03	$21,850,000.00
M-5	437084LQ7	$19,550,000.00	$19,550,000.00	$0.00	$69,190.71	$0.00	$0.00	$69,190.71	$19,550,000.00
M-6	437084LR5	$18,400,000.00	$18,400,000.00	$0.00	$66,229.78	$0.00	$0.00	$66,229.78	$18,400,000.00
M-7	437084LS3	$16,675,000.00	$16,675,000.00	$0.00	$66,625.89	$0.00	$0.00	$66,625.89	$16,675,000.00
B-1	437084LT1	$15,525,000.00	$15,525,000.00	$0.00	$63,635.25	$0.00	$0.00	$63,635.25	$15,525,000.00
B-2	437084LU8	$12,650,000.00	$12,650,000.00	$0.00	$56,208.17	$0.00	$0.00	$56,208.17	$12,650,000.00
B-3	437084LV6	$12,650,000.00	$12,650,000.00	$0.00	$70,369.14	$0.00	$0.00	$70,369.14	$12,650,000.00
P	437084LY0	$50.00	$50.00	$0.00	$270,915.81	$0.00	$0.00	$270,915.81	$50.00
X	437084LX2	$1,150,000,100.00	$1,135,034,301.13	$0.00	$1,739,259.73	N/A	$0.00	$1,739,259.73	$1,120,504,789.94
R	437084LJ3	$25.00	$0.00	$0.00	$0.00	N/A	$0.00	$0.00	$0.00
R-II	437084LK0	$25.00	$0.00	$0.00	$0.00	N/A	$0.00	$0.00	$0.00
Total		$1,148,275,050.00	$1,133,309,250.45	$14,529,511.19	$5,745,344.58	$0.00	$0.00	$20,274,855.77	$1,118,779,739.26

(1) Classes 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	17.64416223	$3.13087756	$0.00000000	$20.77503979	$971.70489855	1-A-1	3.67500%
1-A-2	17.64416229	$3.16495512	$0.00000000	$20.80911740	$971.70489849	1-A-2	3.71500%
2-A-1	22.72157332	$2.94375428	$0.00000000	$25.66532760	$940.25120166	2-A-1	3.55000%
2-A-2	0.00000000	$3.17750000	$0.00000000	$3.17750000	$1,000.00000000	2-A-2	3.69000%
2-A-3	0.00000000	$3.28083343	$0.00000000	$3.28083343	$1,000.00000000	2-A-3	3.81000%
A-IO-S	0.00000000	$0.04420497	$0.00000000	$0.04420497	$974.35190653	A-IO-S	0.05375%
M-1	0.00000000	$3.34972222	$0.00000000	$3.34972222	$1,000.00000000	M-1	3.89000%
M-2	0.00000000	$3.35833329	$0.00000000	$3.35833329	$1,000.00000000	M-2	3.90000%
M-3	0.00000000	$3.38416663	$0.00000000	$3.38416663	$1,000.00000000	M-3	3.93000%
M-4	0.00000000	$3.49611121	$0.00000000	$3.49611121	$1,000.00000000	M-4	4.06000%
M-5	0.00000000	$3.53916675	$0.00000000	$3.53916675	$1,000.00000000	M-5	4.11000%
M-6	0.00000000	$3.59944457	$0.00000000	$3.59944457	$1,000.00000000	M-6	4.18000%
M-7	0.00000000	$3.99555562	$0.00000000	$3.99555562	$1,000.00000000	M-7	4.64000%
B-1	0.00000000	$4.09888889	$0.00000000	$4.09888889	$1,000.00000000	B-1	4.76000%
B-2	0.00000000	$4.44333360	$0.00000000	$4.44333360	$1,000.00000000	B-2	5.16000%
B-3	0.00000000	$5.56277787	$0.00000000	$5.56277787	$1,000.00000000	B-3	5.84986%
P	0.00000000	$5,418,316.20000000	$0.00000000	$5,418,316.20000000	$1,000.00000000	R	3.66000%
X	0.00000000	$1.51239963	$0.00000000	$1.51239963	$974.35190653	R-II	3.66000%
						LIBOR	3.46000%
For additional information regarding the Mortgage Loans serviced by Select Portfolio Servicing, Inc.,
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-HT4				Kristy Frideres
								Account Administrator
								651-495-2124
				STATEMENT TO CERTIFICATEHOLDERS				kristy.frideres@usbank.com
				Section 4.04 of the PSA, dated June 1, 2005

Distribution Date:

25-Aug-05

		GROUP 1	GROUP 2	TOTAL
(i)	Principal Distributions:
	Beginning Balance	501,990,103.91	498,827,708.36	1,000,817,812.27
	Scheduled Principal	351,121.76	266,105.59	617,227.35
	Prepayments (Includes Curtailments)	8,140,131.32	5,772,152.52	13,912,283.84
	Net Liquidation Proceeds	0.00	0.00	0.00
	Loan Purchase Prices	0.00	0.00	0.00
	Total Principal Remittance	8,491,253.08	6,038,258.11	14,529,511.19
	Net Realized Losses	0.00	0.00	0.00
	Ending Balance	493,498,850.83	492,789,450.25	986,288,301.08
	Ending Count	3,813	2,605	6,418

(ii)

Aggregate Ending Collateral Balance

584,207,982.68

536,296,807.26

1,120,504,789.94

(iii)

Ending Overcollateralization Amount

1,725,050.68

(iv)	Prefunding Account:
	Beginning Balance	102,012,360.00	62,567,650.00	164,580,010.00
	Subsequent Transfer	11,303,228.15	19,060,292.99	30,363,521.14
	Added to available certificate principal	0.00	0.00	0.00
	Amount on Deposit in Prefunding Account	90,709,131.85	43,507,357.01	134,216,488.86

(v)	Interest Distributions:
	Scheduled Interest - Net of Serv Fee & LPMI & Dividend Rewards	2,760,681.20	2,751,262.94	5,511,944.14
	Less Relief Act Interest Shortfall	0.00	0.00	0.00
	Less Net Prepayment Interest Shortfall	0.00	0.00	0.00
		2,760,681.20	2,751,262.94	5,511,944.14
(vi)	Capitalized Interest Account:
	Beginning Balance			1,169,197.67
	less: Capitalized Interest Requirement	294,890.98	141,440.30	436,331.28
	less: Withdrawal of Overfunded Interest Amount to Depositor			282,459.90
	Ending Balance			450,406.49

(vi)	Servicing Fee	189,185.96	176,978.50	366,164.46
	Trustee Fee	1,171.31	1,163.93	2,335.24
	Credit Risk Manager Fee	6,902.36	6,858.88	13,761.24
	Excess Servicing Fee	19,969.17	30,866.55	50,835.72
	LPMI	0.00	0.00	0.00

Page 2

				Credit Suisse First Boston Mortgage Securities Corp.				Contact:
				Home Equity Pass-Through Certificates, Series 2005-HT4				Kristy Frideres
								Account Administrator
								651-495-2124
				STATEMENT TO CERTIFICATEHOLDERS				kristy.frideres@usbank.com
				Section 4.04 of the PSA, dated June 1, 2005

Distribution Date:

25-Aug-05

(viii)	Advances	Current Aggregate Advances as of determination date					2,763,236.33
		Outstanding Aggregate Advances as of end of prior calendar month					506,983.43

(x)	Delinquency Information
		30-59 days delinquent		60-89 days delinquent		90 or more days delinquent
		Count	Balance	Count	Balance	Count	Balance
	Group 1	48	5,547,679.53	12	1,369,326.67	4	490,639.78
	Group 2	21	3,130,061.51	5	522,542.54	4	503,441.86
	Total	69	8,677,741.04	17	1,891,869.21	8	994,081.64
	*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	3,813	493,498,850.83	0	0.00	5	439,691.14	0	0.00	0.00
Group 2	2,605	492,789,450.25	1	31,010.47	5	510,751.82	0	0.00	0.00
Total	6,418	986,288,301.08	1	31,010.47	10	950,442.96	0	0.00	0.00

(xi)	Number of Loans for which Prepayment Premiums were collected	46
	Principal Balance of Loans for which Prepayment Premiums were collected	9,388,071.27
	Current amount of Prepayment Premiums	270,915.81

(xii)	Current Delinquency Rate (60+days)						0.34515%
	Rolling Three Month Delinquency Rate (60+days)						0.19256%

(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	343
	Weighted Average Gross Coupon of Mortgage Loans	7.04798%
	Weighted Average Net Coupon of Mortgage Loans	6.52868%

Page 3

				Credit Suisse First Boston Mortgage Securities Corp.				Contact:
				Home Equity Pass-Through Certificates, Series 2005-HT4				Kristy Frideres
								Account Administrator
								651-495-2124
				STATEMENT TO CERTIFICATEHOLDERS				kristy.frideres@usbank.com
				Section 4.04 of the PSA, dated June 1, 2005

Distribution Date:

25-Aug-05

(xvi)

Aggregate number of Mortgage Loans in the pool

6,418

(xvii)

Insured Payment on Class A

0.00

(xviii)

Senior Enhancement Percentage

19.75711%

(xix)	Deposit to Basis Risk Reserve Fund						6,646.29
	Basis Risk Reserve Fund Balance						5,000.00

(xxiii)	Ending Scheduled Balance of loans serviced by Wells	362,246,480.89
	Ending Scheduled Balance of loans serviced by SPS	624,041,820.19
		986,288,301.08

(xxiii)	Number of Designated Mortgage Loans in which a WFBNA transfer has occurred						1,207
	Balance of Designated Mortgage Loans in which a WFBNA transfer has occurred						179,965,392.00

(xxiv)	Number of Designated Mortgage Loans in which a WFBNA transfer has not occurred						1,543
	Balance of Designated Mortgage Loans in which a WFBNA transfer has not occurred						204,557,223.07

(xxii)	Supplemental Interest Account
		Beginning Balance	0.00
		Deposit	457,759.59
		Withdrawal paid to Swap Counterparty	457,759.59
		Withdrawal to cover Current/Carryforward Interest	0.00
		Withdrawal to cover Deferred Amounts	0.00
		Withdrawal to cover Realized Losees	0.00
		Withdrawal to cover Basis Risk	0.00
		Withdrawal to pay Class X	0.00
		Ending Balance	0.00

		Trust Swap Payment from Trust					3,834,602.33
		Swap Counterparty Payment to Trust					3,376,842.74
		Net Trust Swap Payment paid to Swap Counterparty					457,759.59
		Net Counterparty Payment paid to Trust					0.00
		Swap Termination Payment					0.00

Page 4

Home Equity Asset Trust 2005-4 8-K