UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549


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


                                    FORM 8-K

                                 CURRENT REPORT


                     Pursuant to Section 13 or 15(d) of the
                         Securities Exchange Act of 1934


                         Date of Report: March 28, 2005
                       ----------------------------------
                        (Date of earliest event reported)


                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2005-2)
   ---------------------------------------------------------------------------
               (Exact name of registrant as specified in charter)


   Delaware                    333-109722                     13-3408717
 ----------------------------------------------------------------------------
  (State or other juris-       (Commission                 (I.R.S. Employer
 diction of organization)       File Nos.)                Identification No.)


  1000 Technology Drive, O'Fallon, Missouri                   63304
--------------------------------------------------          ----------
   (Address of principal executive offices)                 (Zip Code)


Registrant's Telephone Number, including area code: (636) 261-1313

--------------------------------------------------------------------------
(Former name, former address and former fiscal year, if changed since last
report.)

<PAGE>

Item 2.01.   Completion of Acquisition or Disposition of Assets.

                       CITICORP MORTGAGE SECURITIES, INC.
                 REMIC Pass-Through Certificates, Series 2005-2
                 ----------------------------------------------

                                 March 28, 2005

 DETAILED DESCRIPTION OF THE MORTGAGE LOAN POOL AND THE MORTGAGED PROPERTIES(1)
 ------------------------------------------------------------------------------

     On March 28, 2005, Citicorp Mortgage Securities, Inc. ("CMSI") transferred
to the Trustee, U.S. Bank National Association, mortgage loans with an aggregate
scheduled principal balance outstanding (after deducting principal payments due
on or before March 1, 2005) as of March 1, 2005 of $319,329,233.55. The mortgage
loans that have original maturities of at least 28 but not more than 30 years,
the "pool I mortgage loans", have an aggregate scheduled principal balance
outstanding (after deducting principal payments due on or before March 1, 2005)
as of March 1, 2005 of $247,676,020.71. The mortgage loans that have original of
at least 12 but not more than 15 years, the "pool II mortgage loans", have an
aggregate scheduled principal balance outstanding (after deducting principal
payments due on or before March 1, 2005) as of March 1, 2005 of $71,653,212.84.
The mortgage loans were delivered in exchange for the certificates,
authenticated by the paying agent, evidencing 100% of the regular interests in
the Trust. Distributions on the certificates will be made by Citibank, N.A., as
paying agent, by wire transfer or by such other means as the person entitled
thereto and CMSI shall agree. CMSI may repurchase all mortgage loans remaining
in the mortgage loan pool pursuant to the pooling agreement if at the time of
repurchase the aggregate scheduled principal balance of such mortgage loans is
equal to or less than $31,932,923.36. Information below is provided with respect
to the pool I mortgage loans, the pool II mortgage loans and/or all mortgage
loans included in the mortgage loan pool as indicated.

     The total numbers of the pool I mortgage loans, the pool II mortgage loans
and all mortgage loans as of March 1, 2005 were 478, 133 and 611, respectively.
The weighted average interest rates of the pool I mortgage loans, the pool II
mortgage loans and all mortgage loans (before deduction of the servicing fee) as
of March 1, 2005 were 5.856%, 5.314% and 5.734%, respectively. The weighted
average remaining terms to stated maturity of the pool I mortgage loans, the
pool II mortgage loans and all mortgage loans as of March 1, 2005 were 358.40
months, 178.10 months and 317.94 months, respectively. All mortgage loans have
original maturities of at least 12 but not more than 30 years. None of the pool
I mortgage loans or the pool II mortgage loans were originated prior to March 1,
2003 and March 1, 2004, respectively, or after March 1, 2005. The weighted
average original terms to stated maturity of the pool I mortgage loans, the pool
II mortgage loans and all mortgage loans as of March 1, 2005 were 359.71 months,
179.52 months and 319.28 months, respectively.

--------
1    Terms used herein and not otherwise defined have the meaning assigned
     thereto in the Prospectus dated March 24, 2005 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2005-2.

<PAGE>

     None of the pool I mortgage loans have a scheduled maturity later than
March 1, 2035. None of the pool II mortgage loans have a scheduled maturity
later than March 1, 2020. Each of the pool I mortgage loans and pool II mortgage
loans had an original principal balance of not less than $100,000 nor more than
$1,000,000. No pool II mortgage loans, as of March 1, 2005, had loan-to-value
ratios at origination in excess of 80%. Pool I mortgage loans having aggregate
scheduled principal balance of $2,930,586.76, as of March 1, 2005, had
loan-to-value ratios at origination in excess of 80%, but no pool I mortgage
loans had loan-to-value ratios in excess of 95%. The weighted average
loan-to-value ratios at origination of the pool I mortgage loans, the pool II
mortgage loans and all mortgage loans as of March 1, 2005 were 66.0%, 58.5% and
64.3%, respectively. No more than $3,447,035.64, $1,000,000.00 and
$3,857,284.98, respectively, of the pool I mortgage loans, the pool II mortgage
loans and all mortgage loans are secured by Mortgaged Properties located in any
one zip code.

     At least 96%(2), 88% and 94%, respectively, of the pool I mortgage loans,
the pool II mortgage loans and all mortgage loans, are secured by mortgaged
properties determined by CitiMortgage, Inc. to be the primary residence of the
borrower ("homeowner"). The sole basis for such determination is either (a) a
representation by the homeowner at origination of the mortgage loan that the
underlying property will be used for a period of at least 6 months every year or
that he intends to use the underlying property as his or her primary residence,
or (b) that the address of the underlying property is the homeowner's mailing
address as reflected in the originator's records. None of the mortgage loans are
secured by investment properties.

     At least 34%, 16% and 28%, respectively, of the pool I mortgage loans, the
pool II mortgage loans and all mortgage loans will be mortgage loans originated
using loan underwriting policies that require proof of income and liquid assets
and telephone verification of employment. No more than 49%, 59% and 51%,
respectively, of the pool I mortgage loans, the pool II mortgage loans and all
mortgage loans were refinance transactions originated using loan underwriting
policies that require proof of income and telephone verification of employment
but do not require proof of assets. No more than 3%, 4% and 4% of the pool I
mortgage loans, the pool II mortgage loans and all mortgage loans were
originated using stated income loan underwriting policies that do not require
proof of the prospective borrower's income as stated on the loan application but
do require telephone verification of employment and may also require proof of
liquid assets. No more than 7%, 8% and 8%, respectively, of the pool I
mortgage loans, the pool II mortgage loans and all mortgage loans will be
mortgage loans originated using stated income loan underwriting policies that do
not require proof of the prospective borrower's income as stated on the loan
application or proof of the borrower's assets, but do require telephone
verification of employment. No more than 7%, 13% and 9%, respectively, of the
pool I mortgage loans, the pool II mortgage loans and all mortgage loans will be
mortgage loans originated using streamlined underwriting policies. See "Mortgage
loan underwriting" in the Prospectus.

--------
2    Such percentages are expressed as a percentage of the aggregate scheduled
     principal balance of the pool I mortgage loans having such characteristics
     relative to the aggregate scheduled principal balance of all the pool I
     mortgage loans, and as a percentage of the aggregate scheduled principal
     balance of the pool II mortgage loans having such characteristics relative
     to the aggregate scheduled principal balance of all the pool II mortgage
     loans.

<PAGE>

     All of the mortgage loans which had loan-to-value ratios greater than 80%
at origination had primary mortgage insurance as of such date. In the case of
the pool I mortgage loans for which additional collateral was pledged, taken as
a group:

     1.   the numbers of such pool I mortgage loans is 3;

     2.   the aggregate scheduled principal balance of such pool I mortgage
          loans is $724,149.60;

     3.   the weighted average loan-to-value ratio of such pool I mortgage
          loans, taking into account the loanable value of the pledged
          additional collateral, is 80.0%; and

     4.   the weighted average loan-to-value ratio of such pool I mortgage
          loans, without taking into account the loanable value of the pledged
          additional collateral, is 100.0%.

     Pool I discount loans will consist of pool I mortgage loans with net loan
rates less than 5.50%. Pool I premium loans will consist of pool I mortgage
loans with net loan rates greater than or equal to 5.50%. The aggregate
scheduled principal balances outstanding as of the cut-off date of the pool I
discount loans and the pool I premium loans were $28,237,083.94 and
$219,438,936.77, respectively. The weighted average interest rates of the pool I
discount loans and the pool I premium loans, as of the cut-off date, were 5.577%
and 5.892%, respectively. The weighted average remaining terms to stated
maturity of the pool I discount loans and the pool I premium loans, as of the
cut-off date, were 358.82 months and 358.34 months, respectively.

     Pool II discount loans will consist of pool II mortgage loans with net loan
rates less than 4.75%. Pool II premium loans will consist of pool II mortgage
loans with net loan rates greater than or equal to 4.75%. The aggregate
scheduled principal balances outstanding as of the cut-off date of the pool II
discount loans and the pool II premium loans were $1,160,903.00 and
$70,492,309.84, respectively. The weighted average interest rates of the pool II
discount loans and the pool II premium loans, as of the cut-off date, were
4.827% and 5.322%, respectively. The weighted average remaining terms to stated
maturity of the pool II discount loans and the pool II premium loans, as of the
cut-off date, were 180.00 months and 178.07 months, respectively.

<PAGE>

     There are no special hazard, fraud or bankruptcy loss limits.

     The aggregate initial principal balance of the class A certificates as of
March 1, 2005 was $310,736,000.00.

     The aggregate initial principal balance of the class B-1 certificates as of
March 1, 2005 was $3,832,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
March 1, 2005 was $1,597,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
March 1, 2005 was $798,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
March 1, 2005 was $479,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
March 1, 2005 was $479,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
March 1, 2005 was $479,743.55.

     The class A subordination level is 2.400263660420%.*

     The class B-1 subordination level is 1.200248253938%.*

     The class B-2 subordination level is 0.700137449097%.*

     The class B-3 subordination level is 0.450238624887%.*

     The class B-4 subordination level is 0.300236699077%.*

     The class B-5 subordination level is 0.150234773267%.*


--------

*     Equal to the initial principal balance thereof divided by the aggregate
      scheduled principal balance of all mortgage loans.


<PAGE>


                                   SIGNATURES

      Pursuant to the requirements of the Securities Exchange Act of 1934, the
registrant has duly caused this report to be signed on its behalf by the
undersigned thereunto duly authorized.

                                            CITICORP MORTGAGE SECURITIES, INC.
                                            (Registrant)

                                            By: /s/ Michael J. Tarpley
                                               -------------------------
                                                    Michael J. Tarpley
                                                    Assistant Secretary


Dated: March 28, 2005
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{"company-data": {"conformed-name": "CITICORP MORTGAGE SECURITIES INC", "cik": "0000811785", "assigned-sic": "6189", "irs-number": "133408717", "state-of-incorporation": "DE", "fiscal-year-end": "1231"}, "filing-values": {"form-type": "8-K", "act": "34", "file-number": "000-16107", "film-number": "05706248"}, "business-address": {"street1": "1000 TECHNOLOGY DRIVE", "city": "O", "state": "MO", "zip": "63304", "phone": "6362611313"}, "mail-address": {"street1": "CITIGROUP INC CORPORATE LAW DEPT", "street2": "425 PARK AVENUE 2ND FLOOR", "city": "NEW YORK", "state": "NY", "zip": "10043"}}
UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

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

                                    FORM 8-K

                                 CURRENT REPORT

                     Pursuant to Section 13 or 15(d) of the
                         Securities Exchange Act of 1934

                         Date of Report: March 28, 2005
                       ----------------------------------
                        (Date of earliest event reported)

                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2005-2)
   ---------------------------------------------------------------------------
               (Exact name of registrant as specified in charter)

   Delaware                    333-109722                     13-3408717
 ----------------------------------------------------------------------------
  (State or other juris-       (Commission                 (I.R.S. Employer
 diction of organization)       File Nos.)                Identification No.)

  1000 Technology Drive, O'Fallon, Missouri                   63304
--------------------------------------------------          ----------
   (Address of principal executive offices)                 (Zip Code)

Registrant's Telephone Number, including area code: (636) 261-1313

--------------------------------------------------------------------------
(Former name, former address and former fiscal year, if changed since last
report.)
Item 2.01.   Completion of Acquisition or Disposition of Assets.

                       CITICORP MORTGAGE SECURITIES, INC.
                 REMIC Pass-Through Certificates, Series 2005-2
                 ----------------------------------------------

                                 March 28, 2005

 DETAILED DESCRIPTION OF THE MORTGAGE LOAN POOL AND THE MORTGAGED PROPERTIES(1)
 ------------------------------------------------------------------------------

     On March 28, 2005, Citicorp Mortgage Securities, Inc. ("CMSI") transferred
to the Trustee, U.S. Bank National Association, mortgage loans with an aggregate
scheduled principal balance outstanding (after deducting principal payments due
on or before March 1, 2005) as of March 1, 2005 of $319,329,233.55. The mortgage
loans that have original maturities of at least 28 but not more than 30 years,
the "pool I mortgage loans", have an aggregate scheduled principal balance
outstanding (after deducting principal payments due on or before March 1, 2005)
as of March 1, 2005 of $247,676,020.71. The mortgage loans that have original of
at least 12 but not more than 15 years, the "pool II mortgage loans", have an
aggregate scheduled principal balance outstanding (after deducting principal
payments due on or before March 1, 2005) as of March 1, 2005 of $71,653,212.84.
The mortgage loans were delivered in exchange for the certificates,
authenticated by the paying agent, evidencing 100% of the regular interests in
the Trust. Distributions on the certificates will be made by Citibank, N.A., as
paying agent, by wire transfer or by such other means as the person entitled
thereto and CMSI shall agree. CMSI may repurchase all mortgage loans remaining
in the mortgage loan pool pursuant to the pooling agreement if at the time of
repurchase the aggregate scheduled principal balance of such mortgage loans is
equal to or less than $31,932,923.36. Information below is provided with respect
to the pool I mortgage loans, the pool II mortgage loans and/or all mortgage
loans included in the mortgage loan pool as indicated.

     The total numbers of the pool I mortgage loans, the pool II mortgage loans
and all mortgage loans as of March 1, 2005 were 478, 133 and 611, respectively.
The weighted average interest rates of the pool I mortgage loans, the pool II
mortgage loans and all mortgage loans (before deduction of the servicing fee) as
of March 1, 2005 were 5.856%, 5.314% and 5.734%, respectively. The weighted
average remaining terms to stated maturity of the pool I mortgage loans, the
pool II mortgage loans and all mortgage loans as of March 1, 2005 were 358.40
months, 178.10 months and 317.94 months, respectively. All mortgage loans have
original maturities of at least 12 but not more than 30 years. None of the pool
I mortgage loans or the pool II mortgage loans were originated prior to March 1,
2003 and March 1, 2004, respectively, or after March 1, 2005. The weighted
average original terms to stated maturity of the pool I mortgage loans, the pool
II mortgage loans and all mortgage loans as of March 1, 2005 were 359.71 months,
179.52 months and 319.28 months, respectively.

--------
1    Terms used herein and not otherwise defined have the meaning assigned
     thereto in the Prospectus dated March 24, 2005 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2005-2.
None of the pool I mortgage loans have a scheduled maturity later than
March 1, 2035. None of the pool II mortgage loans have a scheduled maturity
later than March 1, 2020. Each of the pool I mortgage loans and pool II mortgage
loans had an original principal balance of not less than $100,000 nor more than
$1,000,000. No pool II mortgage loans, as of March 1, 2005, had loan-to-value
ratios at origination in excess of 80%. Pool I mortgage loans having aggregate
scheduled principal balance of $2,930,586.76, as of March 1, 2005, had
loan-to-value ratios at origination in excess of 80%, but no pool I mortgage
loans had loan-to-value ratios in excess of 95%. The weighted average
loan-to-value ratios at origination of the pool I mortgage loans, the pool II
mortgage loans and all mortgage loans as of March 1, 2005 were 66.0%, 58.5% and
64.3%, respectively. No more than $3,447,035.64, $1,000,000.00 and
$3,857,284.98, respectively, of the pool I mortgage loans, the pool II mortgage
loans and all mortgage loans are secured by Mortgaged Properties located in any
one zip code.

     At least 96%(2), 88% and 94%, respectively, of the pool I mortgage loans,
the pool II mortgage loans and all mortgage loans, are secured by mortgaged
properties determined by CitiMortgage, Inc. to be the primary residence of the
borrower ("homeowner"). The sole basis for such determination is either (a) a
representation by the homeowner at origination of the mortgage loan that the
underlying property will be used for a period of at least 6 months every year or
that he intends to use the underlying property as his or her primary residence,
or (b) that the address of the underlying property is the homeowner's mailing
address as reflected in the originator's records. None of the mortgage loans are
secured by investment properties.

     At least 34%, 16% and 28%, respectively, of the pool I mortgage loans, the
pool II mortgage loans and all mortgage loans will be mortgage loans originated
using loan underwriting policies that require proof of income and liquid assets
and telephone verification of employment. No more than 49%, 59% and 51%,
respectively, of the pool I mortgage loans, the pool II mortgage loans and all
mortgage loans were refinance transactions originated using loan underwriting
policies that require proof of income and telephone verification of employment
but do not require proof of assets. No more than 3%, 4% and 4% of the pool I
mortgage loans, the pool II mortgage loans and all mortgage loans were
originated using stated income loan underwriting policies that do not require
proof of the prospective borrower's income as stated on the loan application but
do require telephone verification of employment and may also require proof of
liquid assets. No more than 7%, 8% and 8%, respectively, of the pool I
mortgage loans, the pool II mortgage loans and all mortgage loans will be
mortgage loans originated using stated income loan underwriting policies that do
not require proof of the prospective borrower's income as stated on the loan
application or proof of the borrower's assets, but do require telephone
verification of employment. No more than 7%, 13% and 9%, respectively, of the
pool I mortgage loans, the pool II mortgage loans and all mortgage loans will be
mortgage loans originated using streamlined underwriting policies. See "Mortgage
loan underwriting" in the Prospectus.

--------
2    Such percentages are expressed as a percentage of the aggregate scheduled
     principal balance of the pool I mortgage loans having such characteristics
     relative to the aggregate scheduled principal balance of all the pool I
     mortgage loans, and as a percentage of the aggregate scheduled principal
     balance of the pool II mortgage loans having such characteristics relative
     to the aggregate scheduled principal balance of all the pool II mortgage
     loans.
All of the mortgage loans which had loan-to-value ratios greater than 80%
at origination had primary mortgage insurance as of such date. In the case of
the pool I mortgage loans for which additional collateral was pledged, taken as
a group:

     1.   the numbers of such pool I mortgage loans is 3;

     2.   the aggregate scheduled principal balance of such pool I mortgage
          loans is $724,149.60;

     3.   the weighted average loan-to-value ratio of such pool I mortgage
          loans, taking into account the loanable value of the pledged
          additional collateral, is 80.0%; and

     4.   the weighted average loan-to-value ratio of such pool I mortgage
          loans, without taking into account the loanable value of the pledged
          additional collateral, is 100.0%.

     Pool I discount loans will consist of pool I mortgage loans with net loan
rates less than 5.50%. Pool I premium loans will consist of pool I mortgage
loans with net loan rates greater than or equal to 5.50%. The aggregate
scheduled principal balances outstanding as of the cut-off date of the pool I
discount loans and the pool I premium loans were $28,237,083.94 and
$219,438,936.77, respectively. The weighted average interest rates of the pool I
discount loans and the pool I premium loans, as of the cut-off date, were 5.577%
and 5.892%, respectively. The weighted average remaining terms to stated
maturity of the pool I discount loans and the pool I premium loans, as of the
cut-off date, were 358.82 months and 358.34 months, respectively.

     Pool II discount loans will consist of pool II mortgage loans with net loan
rates less than 4.75%. Pool II premium loans will consist of pool II mortgage
loans with net loan rates greater than or equal to 4.75%. The aggregate
scheduled principal balances outstanding as of the cut-off date of the pool II
discount loans and the pool II premium loans were $1,160,903.00 and
$70,492,309.84, respectively. The weighted average interest rates of the pool II
discount loans and the pool II premium loans, as of the cut-off date, were
4.827% and 5.322%, respectively. The weighted average remaining terms to stated
maturity of the pool II discount loans and the pool II premium loans, as of the
cut-off date, were 180.00 months and 178.07 months, respectively.
There are no special hazard, fraud or bankruptcy loss limits.

     The aggregate initial principal balance of the class A certificates as of
March 1, 2005 was $310,736,000.00.

     The aggregate initial principal balance of the class B-1 certificates as of
March 1, 2005 was $3,832,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
March 1, 2005 was $1,597,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
March 1, 2005 was $798,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
March 1, 2005 was $479,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
March 1, 2005 was $479,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
March 1, 2005 was $479,743.55.

     The class A subordination level is 2.400263660420%.*

     The class B-1 subordination level is 1.200248253938%.*

     The class B-2 subordination level is 0.700137449097%.*

     The class B-3 subordination level is 0.450238624887%.*

     The class B-4 subordination level is 0.300236699077%.*

     The class B-5 subordination level is 0.150234773267%.*

--------

*     Equal to the initial principal balance thereof divided by the aggregate
      scheduled principal balance of all mortgage loans.
SIGNATURES

      Pursuant to the requirements of the Securities Exchange Act of 1934, the
registrant has duly caused this report to be signed on its behalf by the
undersigned thereunto duly authorized.

                                            CITICORP MORTGAGE SECURITIES, INC.
                                            (Registrant)

                                            By: /s/ Michael J. Tarpley
                                               -------------------------
                                                    Michael J. Tarpley
                                                    Assistant Secretary

Dated: March 28, 2005