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


                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2004-6)
    --------------------------------------------------------------------------
               (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 2004-6
                 -----------------------------------------------

                               September 28, 2004

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

     On September 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 September 1, 2004) as of September 1, 2004 of
$465,997,258.75. The mortgage loans that have original maturities of at least
25 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 September 1, 2004) as of September 1, 2004 of $375,479,621.73. The
mortgage loans that have original maturities of at least 13 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
September 1, 2004) as of September 1, 2004 of $90,517,637.02. 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 $46,599,725.88. 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, the pool II mortgage loans
and all mortgage loans as of September 1, 2004 were 710, 171 and 881,
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 September 1, 2004 were 6.150%, 5.501% and 6.024%,
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
September 1, 2004 were 357.92 months, 177.99 months and 322.97 months,
respectively. All mortgage loans have original maturities of at least 13 but not
more than 30 years. None of the pool I mortgage loans or the pool II mortgage
loans were originated prior to October 1, 2002 and August 1, 2003,
respectively, or after September 1, 2004. 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 September 1, 2004 were 359.47 months, 179.83 months and
324.57 months, respectively.

     None of the pool I mortgage loans have a scheduled maturity later than
September 1, 2034. None of the pool II mortgage loans have a scheduled maturity
later than September 1, 2019. Each of the pool I mortgage loans and the pool II
mortgage loans had an original principal balance of not less than $56,000 and
$68,500, respectively, nor more than $1,860,000 and $1,000,000, respectively. No
pool II mortgage loans had loan-to-value ratios at origination in excess of 80%.
Pool I mortgage loans having an aggregate scheduled principal balance of
$4,207,377, as of September 1, 2004, 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
September 1, 2004 were 67.1%, 56.5% and 65.1%, respectively. No more than
$4,634,051, $1,688,149 and $5,509,542, 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), 92% and 95%,
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 September 27, 2004 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2004-6.

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>


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 91%, 81% and 89% 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 9%, 19% and 11%, 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 33%, 49% and 36%, 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 and 4, respectively;

     2.   the aggregate scheduled principal balances of such pool I mortgage
          loans and pool II mortgage loans are $429,768 and $1,493,510,
          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 73.4%,
          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 92.9% and
          92.4%, respectively.

     Pool I discount loans will consist of pool I mortgage loans with net loan
rates less than 5.500%. Pool I premium loans will consist of pool I mortgage
loans with net loan rates greater than or equal to 5.500%. 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 $38,851,419.41 and
$336,628,202.32, 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 5.546%
and 6.220%, 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 356.80 months and 358.06 months, respectively.

     Pool II discount loans will consist of pool II mortgage loans with net loan
rates less than 5.000%. Pool II premium loans will consist of pool II mortgage
loans with net loan rates greater than or equal to 5.000%. 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 $19,152,006.47 and
$71,365,630.55, 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
5.041% and 5.625%, 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 176.86 months and 178.29 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
September 1, 2004 was $454,812,899.00.

     The aggregate initial principal balance of the class B-1 certificates as of
September 1, 2004 was $5,126,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
September 1, 2004 was $2,563,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
September 1, 2004 was $1,398,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
September 1, 2004 was $932,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
September 1, 2004 was $466,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
September 1, 2004 was $699,359.75.

     The class A subordination level is 2.400091318134%.*

     The class B-1 subordination level is 1.300084847334%.*

     The class B-2 subordination level is 0.750081611934%.*

     The class B-3 subordination level is 0.450079847170%.*

     The class B-4 subordination level is 0.250078670661%.*

     The class B-5 subordination level is 0.150078082406%.*


--------

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

                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2004-6)
    --------------------------------------------------------------------------
               (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 2004-6
                 -----------------------------------------------

                               September 28, 2004

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

     On September 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 September 1, 2004) as of September 1, 2004 of
$465,997,258.75. The mortgage loans that have original maturities of at least
25 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 September 1, 2004) as of September 1, 2004 of $375,479,621.73. The
mortgage loans that have original maturities of at least 13 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
September 1, 2004) as of September 1, 2004 of $90,517,637.02. 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 $46,599,725.88. 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, the pool II mortgage loans
and all mortgage loans as of September 1, 2004 were 710, 171 and 881,
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 September 1, 2004 were 6.150%, 5.501% and 6.024%,
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
September 1, 2004 were 357.92 months, 177.99 months and 322.97 months,
respectively. All mortgage loans have original maturities of at least 13 but not
more than 30 years. None of the pool I mortgage loans or the pool II mortgage
loans were originated prior to October 1, 2002 and August 1, 2003,
respectively, or after September 1, 2004. 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 September 1, 2004 were 359.47 months, 179.83 months and
324.57 months, respectively.

     None of the pool I mortgage loans have a scheduled maturity later than
September 1, 2034. None of the pool II mortgage loans have a scheduled maturity
later than September 1, 2019. Each of the pool I mortgage loans and the pool II
mortgage loans had an original principal balance of not less than $56,000 and
$68,500, respectively, nor more than $1,860,000 and $1,000,000, respectively. No
pool II mortgage loans had loan-to-value ratios at origination in excess of 80%.
Pool I mortgage loans having an aggregate scheduled principal balance of
$4,207,377, as of September 1, 2004, 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
September 1, 2004 were 67.1%, 56.5% and 65.1%, respectively. No more than
$4,634,051, $1,688,149 and $5,509,542, 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), 92% and 95%,
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 September 27, 2004 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2004-6.

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.
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 91%, 81% and 89% 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 9%, 19% and 11%, 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 33%, 49% and 36%, 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 and 4, respectively;

     2.   the aggregate scheduled principal balances of such pool I mortgage
          loans and pool II mortgage loans are $429,768 and $1,493,510,
          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 73.4%,
          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 92.9% and
          92.4%, respectively.

     Pool I discount loans will consist of pool I mortgage loans with net loan
rates less than 5.500%. Pool I premium loans will consist of pool I mortgage
loans with net loan rates greater than or equal to 5.500%. 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 $38,851,419.41 and
$336,628,202.32, 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 5.546%
and 6.220%, 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 356.80 months and 358.06 months, respectively.

     Pool II discount loans will consist of pool II mortgage loans with net loan
rates less than 5.000%. Pool II premium loans will consist of pool II mortgage
loans with net loan rates greater than or equal to 5.000%. 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 $19,152,006.47 and
$71,365,630.55, 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
5.041% and 5.625%, 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 176.86 months and 178.29 months, respectively.
There are no special hazard, fraud or bankruptcy loss limits.

     The aggregate initial principal balance of the class A certificates as of
September 1, 2004 was $454,812,899.00.

     The aggregate initial principal balance of the class B-1 certificates as of
September 1, 2004 was $5,126,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
September 1, 2004 was $2,563,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
September 1, 2004 was $1,398,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
September 1, 2004 was $932,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
September 1, 2004 was $466,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
September 1, 2004 was $699,359.75.

     The class A subordination level is 2.400091318134%.*

     The class B-1 subordination level is 1.300084847334%.*

     The class B-2 subordination level is 0.750081611934%.*

     The class B-3 subordination level is 0.450079847170%.*

     The class B-4 subordination level is 0.250078670661%.*

     The class B-5 subordination level is 0.150078082406%.*

--------

*     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: September 28, 2004