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: October 28, 2004
                       ----------------------------------
                        (Date of earliest event reported)


                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2004-8)
   ---------------------------------------------------------------------------
               (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 2004-8
                 ----------------------------------------------

                               October 28, 2004

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

     On October 28, 2004, 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 October 1, 2004) as of October 1, 2004 of
$493,641,377.57. The mortgage loans that have original maturities of at least 25
but not more than 30 years and that are not relocation loans, the "pool I
mortgage loans", have an aggregate scheduled principal balance outstanding
(after deducting principal payments due on or before October 1, 2004) as of
October 1, 2004 of $335,095,817.07. The mortgage loans that have original
maturities 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 October 1, 2004) as of October 1,
2004 of $77,943,340.57. The mortgage loans that have original maturities of 30
years and that are relocation loans, the "pool III mortgage loans", have an
aggregate scheduled principal balance outstanding (after deducting principal
payments due on or before October 1, 2004) as of October 1, 2004 of
$80,602,219.93. 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 less than $49,364,137.76. Information below is provided with
respect to the pool I mortgage loans, the pool II mortgage loans, the pool III
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,
the pool III mortgage loans and all mortgage loans as of October 1, 2004 were
663, 154, 153 and 970,respectively. The weighted average interest rates of the
pool I mortgage loans, the pool II mortgage loans, the pool III mortgage loans
and all mortgage loans (before deduction of the servicing fee) as of October 1,
2004 were 6.132%, 5.486%, 5.716% and 5.962%, respectively. The weighted average
remaining terms to stated maturity of the pool I mortgage loans, the pool II
mortgage loans, the pool III mortgage loans and all mortgage loans as of October
1, 2004 were 358.20 months, 176.90 months, 358.39 months and 329.60 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, the pool II mortgage
loans or the pool III mortgage loans were originated prior to March 1, 2003,
June 1, 2003 and December 1, 2003, respectively, or after October 1, 2004. The
weighted average original terms to stated maturity of the pool I mortgage loans,
the pool II mortgage loans, the pool III mortgage loans and all mortgage loans
as of October 1, 2004 were 359.66 months, 179.75 months, 360.00 months and
331.31 months, respectively.

     None of the pool I mortgage loans and the pool III mortgage loans have a
scheduled maturity later than October 1, 2034. None of the pool II mortgage
loans have a scheduled maturity later than October 1, 2019. Each of the pool I
mortgage loans, the pool II mortgage loans and the pool III mortgage loans had
an original principal balance of not less than $50,000, $99,400 and $333,700
respectively, nor more than $1,000,000. Pool I mortgage loans, pool II mortgage
loans and pool III mortgage loans having aggregate scheduled principal balances
of $4,912,083, $959,086 and $2,037,940, respectively, as of October 1, 2004, had
loan-to-value ratios at origination in excess of 80%, but no 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, the
pool III mortgage loans and all mortgage loans as of October 1, 2004 were 67.6%,
58.2%, 70.2% and 66.5%, respectively. No more than $4,538,332, $2,178,656,
$2,559,173 and $6,659,274, respectively, of the pool I mortgage loans, the pool
II mortgage loans, the pool III mortgage loans and all mortgage loans are
secured by Mortgaged Properties located in any one zip code.

     At least 95%(2), 88%, 100% and 95%, respectively, of the pool I mortgage
loans, the pool II mortgage loans, the pool III 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 October 27, 2004 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2004-8.

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, and as a percentage of the aggregate scheduled principal
     balance of the pool III mortgage loans having such characteristics relative
     to the aggregate scheduled principal balance of all the pool III 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. None of the mortgage loans
are secured by investment properties.

     At least 53%, 31%, 22% and 45%, respectively, of the pool I mortgage loans,
the pool II mortgage loans, the pool III 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. No more than 30%, 50%, none and 28%, respectively,
of the pool I mortgage loans, the pool II mortgage loans, the pool III 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 verification of assets. No more than 14%, 11%, 78%
and 24%, respectively, of the pool I mortgage loans, the pool II mortgage loans,
the pool III mortgage loans and all mortgage loans were originated using a loan
underwriting policy that requires verification of employment and may require
proof of liquid assets, but does not require verification of the prospective
borrower's income as stated on the loan application. No more than 3%, 8%, none
and 3%, respectively, of the pool I mortgage loans, the pool II mortgage loans,
the pool III mortgage loans and all mortgage loans will be mortgage loans
originated using 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 1 and 5, respectively;

     2.   the aggregate scheduled principal balances of such pool I mortgage
          loans and pool II mortgage loans are $660,000 and $1,292,268,
          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 80.0% and 74.5%,
          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 100.0% and
          98.6%, respectively.

     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 $25,949,684 and $309,146,133,
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 5.544% and 6.182%,
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
355.82 months and 358.40 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 $1,320,225 and $76,623,116,
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 4.875% and 5.496%,
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 176.76 months and 176.90 months, respectively.

     Pool III discount loans will consist of pool III mortgage loans with net
loan rates less than 5.25%. Pool III premium loans will consist of pool III
mortgage loans with net loan rates greater than or equal to 5.25%. The aggregate
scheduled principal balances outstanding as of the cut-off date of the pool III
discount loans and the pool III premium loans were $4,920,460 and $75,681,760,
respectively. The weighted average interest rates of the pool III discount loans
and the pool III premium loans, as of the cut-off date, were 5.282% and 5.744%,
respectively. The weighted average remaining terms to stated maturity of the
pool III discount loans and the pool III premium loans, as of the cut-off date,
were 358.67 months and 358.37 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
October 1, 2004 was $481,546,830.00.

     The aggregate initial principal balance of the class B-1 certificates as of
October 1, 2004 was $6,170,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
October 1, 2004 was $2,469,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
October 1, 2004 was $1,234,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
October 1, 2004 was $987,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
October 1, 2004 was $494,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
October 1, 2004 was $740,547.57.

     The class A subordination level is 2.450067623897%.*

     The class B-1 subordination level is 1.200172400289%.*

     The class B-2 subordination level is 0.700011734635%.*

     The class B-3 subordination level is 0.450032689913%.*

     The class B-4 subordination level is 0.250089969378%.*

     The class B-5 subordination level is 0.150017321005%.*


--------

*     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: October 28, 2004
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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: October 28, 2004
                       ----------------------------------
                        (Date of earliest event reported)

                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2004-8)
   ---------------------------------------------------------------------------
               (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 2004-8
                 ----------------------------------------------

                               October 28, 2004

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

     On October 28, 2004, 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 October 1, 2004) as of October 1, 2004 of
$493,641,377.57. The mortgage loans that have original maturities of at least 25
but not more than 30 years and that are not relocation loans, the "pool I
mortgage loans", have an aggregate scheduled principal balance outstanding
(after deducting principal payments due on or before October 1, 2004) as of
October 1, 2004 of $335,095,817.07. The mortgage loans that have original
maturities 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 October 1, 2004) as of October 1,
2004 of $77,943,340.57. The mortgage loans that have original maturities of 30
years and that are relocation loans, the "pool III mortgage loans", have an
aggregate scheduled principal balance outstanding (after deducting principal
payments due on or before October 1, 2004) as of October 1, 2004 of
$80,602,219.93. 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 less than $49,364,137.76. Information below is provided with
respect to the pool I mortgage loans, the pool II mortgage loans, the pool III
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,
the pool III mortgage loans and all mortgage loans as of October 1, 2004 were
663, 154, 153 and 970,respectively. The weighted average interest rates of the
pool I mortgage loans, the pool II mortgage loans, the pool III mortgage loans
and all mortgage loans (before deduction of the servicing fee) as of October 1,
2004 were 6.132%, 5.486%, 5.716% and 5.962%, respectively. The weighted average
remaining terms to stated maturity of the pool I mortgage loans, the pool II
mortgage loans, the pool III mortgage loans and all mortgage loans as of October
1, 2004 were 358.20 months, 176.90 months, 358.39 months and 329.60 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, the pool II mortgage
loans or the pool III mortgage loans were originated prior to March 1, 2003,
June 1, 2003 and December 1, 2003, respectively, or after October 1, 2004. The
weighted average original terms to stated maturity of the pool I mortgage loans,
the pool II mortgage loans, the pool III mortgage loans and all mortgage loans
as of October 1, 2004 were 359.66 months, 179.75 months, 360.00 months and
331.31 months, respectively.

     None of the pool I mortgage loans and the pool III mortgage loans have a
scheduled maturity later than October 1, 2034. None of the pool II mortgage
loans have a scheduled maturity later than October 1, 2019. Each of the pool I
mortgage loans, the pool II mortgage loans and the pool III mortgage loans had
an original principal balance of not less than $50,000, $99,400 and $333,700
respectively, nor more than $1,000,000. Pool I mortgage loans, pool II mortgage
loans and pool III mortgage loans having aggregate scheduled principal balances
of $4,912,083, $959,086 and $2,037,940, respectively, as of October 1, 2004, had
loan-to-value ratios at origination in excess of 80%, but no 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, the
pool III mortgage loans and all mortgage loans as of October 1, 2004 were 67.6%,
58.2%, 70.2% and 66.5%, respectively. No more than $4,538,332, $2,178,656,
$2,559,173 and $6,659,274, respectively, of the pool I mortgage loans, the pool
II mortgage loans, the pool III mortgage loans and all mortgage loans are
secured by Mortgaged Properties located in any one zip code.

     At least 95%(2), 88%, 100% and 95%, respectively, of the pool I mortgage
loans, the pool II mortgage loans, the pool III 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 October 27, 2004 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2004-8.

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, and as a percentage of the aggregate scheduled principal
     balance of the pool III mortgage loans having such characteristics relative
     to the aggregate scheduled principal balance of all the pool III 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. None of the mortgage loans
are secured by investment properties.

     At least 53%, 31%, 22% and 45%, respectively, of the pool I mortgage loans,
the pool II mortgage loans, the pool III 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. No more than 30%, 50%, none and 28%, respectively,
of the pool I mortgage loans, the pool II mortgage loans, the pool III 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 verification of assets. No more than 14%, 11%, 78%
and 24%, respectively, of the pool I mortgage loans, the pool II mortgage loans,
the pool III mortgage loans and all mortgage loans were originated using a loan
underwriting policy that requires verification of employment and may require
proof of liquid assets, but does not require verification of the prospective
borrower's income as stated on the loan application. No more than 3%, 8%, none
and 3%, respectively, of the pool I mortgage loans, the pool II mortgage loans,
the pool III mortgage loans and all mortgage loans will be mortgage loans
originated using 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 1 and 5, respectively;

     2.   the aggregate scheduled principal balances of such pool I mortgage
          loans and pool II mortgage loans are $660,000 and $1,292,268,
          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 80.0% and 74.5%,
          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 100.0% and
          98.6%, respectively.

     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 $25,949,684 and $309,146,133,
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 5.544% and 6.182%,
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
355.82 months and 358.40 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 $1,320,225 and $76,623,116,
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 4.875% and 5.496%,
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 176.76 months and 176.90 months, respectively.

     Pool III discount loans will consist of pool III mortgage loans with net
loan rates less than 5.25%. Pool III premium loans will consist of pool III
mortgage loans with net loan rates greater than or equal to 5.25%. The aggregate
scheduled principal balances outstanding as of the cut-off date of the pool III
discount loans and the pool III premium loans were $4,920,460 and $75,681,760,
respectively. The weighted average interest rates of the pool III discount loans
and the pool III premium loans, as of the cut-off date, were 5.282% and 5.744%,
respectively. The weighted average remaining terms to stated maturity of the
pool III discount loans and the pool III premium loans, as of the cut-off date,
were 358.67 months and 358.37 months, respectively.
There are no special hazard, fraud or bankruptcy loss limits.

     The aggregate initial principal balance of the class A certificates as of
October 1, 2004 was $481,546,830.00.

     The aggregate initial principal balance of the class B-1 certificates as of
October 1, 2004 was $6,170,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
October 1, 2004 was $2,469,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
October 1, 2004 was $1,234,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
October 1, 2004 was $987,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
October 1, 2004 was $494,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
October 1, 2004 was $740,547.57.

     The class A subordination level is 2.450067623897%.*

     The class B-1 subordination level is 1.200172400289%.*

     The class B-2 subordination level is 0.700011734635%.*

     The class B-3 subordination level is 0.450032689913%.*

     The class B-4 subordination level is 0.250089969378%.*

     The class B-5 subordination level is 0.150017321005%.*

--------

*     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: October 28, 2004