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: December 23, 2003
                        ---------------------------------
                        (Date of earliest event reported)


                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2003-11)
    --------------------------------------------------------------------------
               (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) 256-5000

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


<PAGE>
Item 2.   Acquisition or Disposition of Assets.

                       CITICORP MORTGAGE SECURITIES, INC.
                 REMIC Pass-Through Certificates, Series 2003-11
                 -----------------------------------------------

                               December 23, 2003

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

     On December 23, 2003, Citicorp Mortgage Securities, Inc. ("CMSI")
transferred to the Trustee mortgage loans with an aggregate scheduled principal
balance outstanding (after deducting principal payments due on or before
December 1, 2003) as of December 1, 2003 of $647,138,638.77. The mortgage loans
that have a target rate of 5.25%, the "pool I mortgage loans", have an aggregate
scheduled principal balance outstanding (after deducting principal payments due
on or before December 1, 2003) as of December 1, 2003 of $150,030,821.86. The
mortgage loans that have a target rate of 5.50%, the "pool II mortgage loans",
have an aggregate scheduled principal balance outstanding (after deducting
principal payments due on or before December 1, 2003) as of December 1, 2003 of
$497,107,816.91. 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 $64,713,863.88. 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 and the pool II mortgage
loans as of December 1, 2003 were 326 and 1,000, respectively. The weighted
average interest rates of the pool I mortgage loans and the pool II mortgage
loans (before deduction of the servicing fee) as of December 1, 2003 were 5.577%
and 6.015%, respectively. The weighted average remaining terms to stated
maturity of the pool I mortgage loans and the pool II mortgage loans as of
December 1, 2003 were 357.12 months and 357.22 months, respectively. All
mortgage loans have original maturities of at least 20 but not more than 30
years. None of the pool I mortgage loans or the pool II mortgage loans were
originated prior to November 1, 2002 and August 1, 2002, respectively, or after
November 1, 2003 and December 1, 2003, respectively. The weighted average
original terms to stated maturity of the pool I mortgage loans and the pool II
mortgage loans as of December 1, 2003 were 359.72 months and 359.20 months,
respectively.

     None of the pool I mortgage loans and the pool II mortgage loans have
scheduled maturities later than December 1, 2033. Each of the pool I mortgage
loans and the pool II mortgage loans had an original principal balance of not
less than $54,000 and $15,000, respectively, nor more than $1,600,000 and
$1,000,000, respectively. Pool I mortgage loans and pool II mortgage loans
having aggregate scheduled principal balances of $2,013,780 and $11,002,196,
respectively, as of December 1, 2003, had loan-to-value ratios at origination in
excess of 80%, but no pool I mortgage loans or pool II 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 December 1, 2003 were 62.7%, 65.7% and 65.0%, respectively.
No more than $4,955,279, $5,574,531 and $8,700,689 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 98%(2), 95% and 96%,
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

--------
1    Terms used herein and not otherwise defined have the meaning assigned
     thereto in the Prospectus dated December 22, 2003 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2003-11.

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, 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, or as a percentage of the aggregate scheduled principal balance of
     all mortgage loans having such characteristics relative to the aggregate
     scheduled principal balance of all mortgage loans.
<PAGE>


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. No more than 1% of each of the
pool I mortgage loans and pool II mortgage loans are secured by investment
properties.

     At least 95%, 95% and 95%, 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 which require, among other things, proof of
income and liquid assets and telephone verification of employment, or are
refinanced mortgage loans originated using alternative or streamlined
underwriting policies. No more than 5%, 5% and 5%, respectively, of the pool I
mortgage loans, the pool II mortgage loans and all mortgage loans will be
mortgage loans originated using a loan underwriting policy, which among other
things, requires verification of employment and may require proof of liquid
assets, but does not require verification of income as stated on the loan
application. No more than 71%, 55% and 59%, respectively, of the pool I
mortgage loans, the pool II mortgage loans and all mortgage loans will be
refinanced mortgage loans originated using alternative or streamlined
underwriting policies. See "Mortgage loan underwriting" in the Prospectus.

     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 and pool II mortgage loans for which additional
collateral was pledged, taken as groups:

     1.   the numbers of such pool I mortgage loans and pool II mortgage loans
          are 2 each;

     2.   the aggregate scheduled principal balances of such pool I mortgage
          loans and pool II mortgage loans are $599,780 and $638,427,
          respectively;

     3.   the weighted average loan-to-value ratios of such pool I mortgage
          loans and pool II mortgage loans, taking into account the loanable
          value of the pledged additional collateral, are 79.8% and 71.4%,
          respectively; and

     4.   the weighted average loan-to-value ratios of such pool I mortgage
          loans and pool II mortgage loans, without taking into account the
          loanable value of the pledged additional collateral, are 87.9% and
          91.9%, respectively.

     Pool I premium loans will consist of pool I mortgage loans with net loan
rates greater than or equal to 5.250%. Pool I discount loans will consist of
pool I mortgage loans with net loan rates less than 5.250%. The aggregate
scheduled principal balances outstanding as of the cut-off date of the pool I
premium loans and the pool I discount loans were $129,462,788 and $20,568,034,
respectively. The weighted average interest rates of the pool I premium loans
and the pool I discount loans, as of the cut-off date, were 5.621% and 5.303%,
respectively. The weighted average remaining terms to stated maturity of the
pool I premium loans and the pool I discount loans, as of the cut-off date, were
357.10 months and 357.22 months, respectively.

     Pool II premium loans will consist of pool II mortgage loans with net loan
rates greater than or equal to 5.500%. All pool II mortgage loans are pool II
premium loans. The aggregate scheduled principal balance outstanding as of the
cut-off date of the pool II premium loans was $497,107,817. The weighted average
interest rate of the pool II premium loans, as of the cut-off date, was 6.015%.
The weighted average remaining term to stated maturity of the pool II premium
loans, as of the cut-off date, was 357.22 months.

<PAGE>


     The special hazard loss limit as of December 1, 2003 was $6,471,386.39.

     The fraud loss limit as of December 1, 2003 was $6,471,386.39.

     The bankruptcy loss limit as of December 1, 2003 was $123,823.34.

     The aggregate initial principal balance of the class A certificates as of
December 1, 2003 was $630,312,639.

     The aggregate initial principal balance of the class B-1 certificates as of
December 1, 2003 was $7,442,000.

     The aggregate initial principal balance of the class B-2 certificates as of
December 1, 2003 was $3,883,000.

     The aggregate initial principal balance of the class B-3 certificates as of
December 1, 2003 was $2,265,000.

     The aggregate initial principal balance of the class B-4 certificates as of
December 1, 2003 was $1,294,000.

     The aggregate initial principal balance of the class B-5 certificates as of
December 1, 2003 was $971,000.

     The aggregate initial principal balance of the class B-6 certificates as of
December 1, 2003 was $970,999.77.

     The class A subordination level is 2.600061062956%.*

     The class B-1 subordination level is 1.450075641881%.*

     The class B-2 subordination level is 0.850049655582%.*

     The class B-3 subordination level is 0.500047374107%.*

     The class B-4 subordination level is 0.300090220805%.*

     The class B-5 subordination level is 0.150045092632%.*


--------

*     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/ Howard Darmstadter
                                               -------------------------
                                                    Howard Darmstadter
                                                    Assistant Secretary


Dated: December 23, 2003
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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: December 23, 2003
                        ---------------------------------
                        (Date of earliest event reported)

                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2003-11)
    --------------------------------------------------------------------------
               (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) 256-5000

--------------------------------------------------------------------------
(Former name, former address and former fiscal year, if changed since last
report.)
Item 2.   Acquisition or Disposition of Assets.

                       CITICORP MORTGAGE SECURITIES, INC.
                 REMIC Pass-Through Certificates, Series 2003-11
                 -----------------------------------------------

                               December 23, 2003

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

     On December 23, 2003, Citicorp Mortgage Securities, Inc. ("CMSI")
transferred to the Trustee mortgage loans with an aggregate scheduled principal
balance outstanding (after deducting principal payments due on or before
December 1, 2003) as of December 1, 2003 of $647,138,638.77. The mortgage loans
that have a target rate of 5.25%, the "pool I mortgage loans", have an aggregate
scheduled principal balance outstanding (after deducting principal payments due
on or before December 1, 2003) as of December 1, 2003 of $150,030,821.86. The
mortgage loans that have a target rate of 5.50%, the "pool II mortgage loans",
have an aggregate scheduled principal balance outstanding (after deducting
principal payments due on or before December 1, 2003) as of December 1, 2003 of
$497,107,816.91. 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 $64,713,863.88. 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 and the pool II mortgage
loans as of December 1, 2003 were 326 and 1,000, respectively. The weighted
average interest rates of the pool I mortgage loans and the pool II mortgage
loans (before deduction of the servicing fee) as of December 1, 2003 were 5.577%
and 6.015%, respectively. The weighted average remaining terms to stated
maturity of the pool I mortgage loans and the pool II mortgage loans as of
December 1, 2003 were 357.12 months and 357.22 months, respectively. All
mortgage loans have original maturities of at least 20 but not more than 30
years. None of the pool I mortgage loans or the pool II mortgage loans were
originated prior to November 1, 2002 and August 1, 2002, respectively, or after
November 1, 2003 and December 1, 2003, respectively. The weighted average
original terms to stated maturity of the pool I mortgage loans and the pool II
mortgage loans as of December 1, 2003 were 359.72 months and 359.20 months,
respectively.

     None of the pool I mortgage loans and the pool II mortgage loans have
scheduled maturities later than December 1, 2033. Each of the pool I mortgage
loans and the pool II mortgage loans had an original principal balance of not
less than $54,000 and $15,000, respectively, nor more than $1,600,000 and
$1,000,000, respectively. Pool I mortgage loans and pool II mortgage loans
having aggregate scheduled principal balances of $2,013,780 and $11,002,196,
respectively, as of December 1, 2003, had loan-to-value ratios at origination in
excess of 80%, but no pool I mortgage loans or pool II 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 December 1, 2003 were 62.7%, 65.7% and 65.0%, respectively.
No more than $4,955,279, $5,574,531 and $8,700,689 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 98%(2), 95% and 96%,
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

--------
1    Terms used herein and not otherwise defined have the meaning assigned
     thereto in the Prospectus dated December 22, 2003 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2003-11.

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, 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, or as a percentage of the aggregate scheduled principal balance of
     all mortgage loans having such characteristics relative to the aggregate
     scheduled principal balance of all mortgage loans.
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. No more than 1% of each of the
pool I mortgage loans and pool II mortgage loans are secured by investment
properties.

     At least 95%, 95% and 95%, 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 which require, among other things, proof of
income and liquid assets and telephone verification of employment, or are
refinanced mortgage loans originated using alternative or streamlined
underwriting policies. No more than 5%, 5% and 5%, respectively, of the pool I
mortgage loans, the pool II mortgage loans and all mortgage loans will be
mortgage loans originated using a loan underwriting policy, which among other
things, requires verification of employment and may require proof of liquid
assets, but does not require verification of income as stated on the loan
application. No more than 71%, 55% and 59%, respectively, of the pool I
mortgage loans, the pool II mortgage loans and all mortgage loans will be
refinanced mortgage loans originated using alternative or streamlined
underwriting policies. See "Mortgage loan underwriting" in the Prospectus.

     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 and pool II mortgage loans for which additional
collateral was pledged, taken as groups:

     1.   the numbers of such pool I mortgage loans and pool II mortgage loans
          are 2 each;

     2.   the aggregate scheduled principal balances of such pool I mortgage
          loans and pool II mortgage loans are $599,780 and $638,427,
          respectively;

     3.   the weighted average loan-to-value ratios of such pool I mortgage
          loans and pool II mortgage loans, taking into account the loanable
          value of the pledged additional collateral, are 79.8% and 71.4%,
          respectively; and

     4.   the weighted average loan-to-value ratios of such pool I mortgage
          loans and pool II mortgage loans, without taking into account the
          loanable value of the pledged additional collateral, are 87.9% and
          91.9%, respectively.

     Pool I premium loans will consist of pool I mortgage loans with net loan
rates greater than or equal to 5.250%. Pool I discount loans will consist of
pool I mortgage loans with net loan rates less than 5.250%. The aggregate
scheduled principal balances outstanding as of the cut-off date of the pool I
premium loans and the pool I discount loans were $129,462,788 and $20,568,034,
respectively. The weighted average interest rates of the pool I premium loans
and the pool I discount loans, as of the cut-off date, were 5.621% and 5.303%,
respectively. The weighted average remaining terms to stated maturity of the
pool I premium loans and the pool I discount loans, as of the cut-off date, were
357.10 months and 357.22 months, respectively.

     Pool II premium loans will consist of pool II mortgage loans with net loan
rates greater than or equal to 5.500%. All pool II mortgage loans are pool II
premium loans. The aggregate scheduled principal balance outstanding as of the
cut-off date of the pool II premium loans was $497,107,817. The weighted average
interest rate of the pool II premium loans, as of the cut-off date, was 6.015%.
The weighted average remaining term to stated maturity of the pool II premium
loans, as of the cut-off date, was 357.22 months.
The special hazard loss limit as of December 1, 2003 was $6,471,386.39.

     The fraud loss limit as of December 1, 2003 was $6,471,386.39.

     The bankruptcy loss limit as of December 1, 2003 was $123,823.34.

     The aggregate initial principal balance of the class A certificates as of
December 1, 2003 was $630,312,639.

     The aggregate initial principal balance of the class B-1 certificates as of
December 1, 2003 was $7,442,000.

     The aggregate initial principal balance of the class B-2 certificates as of
December 1, 2003 was $3,883,000.

     The aggregate initial principal balance of the class B-3 certificates as of
December 1, 2003 was $2,265,000.

     The aggregate initial principal balance of the class B-4 certificates as of
December 1, 2003 was $1,294,000.

     The aggregate initial principal balance of the class B-5 certificates as of
December 1, 2003 was $971,000.

     The aggregate initial principal balance of the class B-6 certificates as of
December 1, 2003 was $970,999.77.

     The class A subordination level is 2.600061062956%.*

     The class B-1 subordination level is 1.450075641881%.*

     The class B-2 subordination level is 0.850049655582%.*

     The class B-3 subordination level is 0.500047374107%.*

     The class B-4 subordination level is 0.300090220805%.*

     The class B-5 subordination level is 0.150045092632%.*

--------

*     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/ Howard Darmstadter
                                               -------------------------
                                                    Howard Darmstadter
                                                    Assistant Secretary

Dated: December 23, 2003