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: December 21, 2004
                       ----------------------------------
                        (Date of earliest event reported)


                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2004-9)
   ---------------------------------------------------------------------------
               (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 2004-9
                 ----------------------------------------------

                               December 21, 2004

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

     On December 21, 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 December 1, 2004) as of December 1, 2004 of
$572,678,710.94. The mortgage loans that have original maturities of at least 20
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 December 1, 2004) as of December 1, 2004 of $472,766,861.10. The
mortgage loans that have original maturities of 15 years, the "pool II mortgage
loans", have an aggregate scheduled principal balance outstanding (after
deducting principal payments due on or before December 1, 2004) as of December
1, 2004 of $99,911,849.84. 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 less than $57,267,871.09. 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 December 1, 2004 were 925, 185 and 1,110,
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 December 1, 2004 were 6.044%, 5.483% and 5.946%,
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
December 1, 2004 were 357.35 months, 178.16 months and 326.09 months,
respectively. All mortgage loans have original maturities of at least 15 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 May 1, 2003, respectively, or
after December 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 December 1, 2004 were 359.06 months, 180.00 months and 327.82 months,
respectively.

     None of the pool I mortgage loans have a scheduled maturity later than
December 1, 2034. None of the pool II mortgage loans have a scheduled maturity
later than December 1, 2019. Each of the pool I mortgage loans and the pool II
mortgage loans had an original principal balance of not less than $75,500 and
$35,000 respectively, nor more than $1,000,000 and $1,495,000, respectively. No
pool II mortgage loans, as of December 1, 2004, had loan-to-value ratios at
origination in excess of 80%. Pool I mortgage loans having an aggregate
scheduled principal balance of $6,469,784, as of December 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 December 1, 2004 were 68.4%, 59.1%
and 66.8%, respectively. No more than $8,208,254, $1,869,399 and $9,496,621,
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 95%(2), 90% 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

--------
1    Terms used herein and not otherwise defined have the meaning assigned
     thereto in the Prospectus dated December 16, 2004 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2004-9.

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. No more than 1% of all
mortgage loans are secured by investment properties.

     At least 48%, 37% and 46%, 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 36%, 41% and 37%,
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% 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 9%, 13% and 10%, 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 5%, 8% and 6%, 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.

     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 4 and 1, respectively;

     2.   the aggregate scheduled principal balances of such pool I mortgage
          loans and pool II mortgage loans are $1,009,259 and $34,626,
          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  both 80.0%; 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 97.7% and
          100.0%, 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 $14,614,570 and $458,152,291,
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 5.524% and 6.060%,
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
355.04 months and 357.43 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 $1,815,687 and $98,096,163,
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 4.782% 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 176.30 months and 178.20 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
December 1, 2004 was $558,075,403.00.

     The aggregate initial principal balance of the class B-1 certificates as of
December 1, 2004 was $6,872,145.00.

     The aggregate initial principal balance of the class B-2 certificates as of
December 1, 2004 was $2,863,393.00.

     The aggregate initial principal balance of the class B-3 certificates as of
December 1, 2004 was $2,004,375.00.

     The aggregate initial principal balance of the class B-4 certificates as of
December 1, 2004 was $859,018.00.

     The aggregate initial principal balance of the class B-5 certificates as of
December 1, 2004 was $859,018.00.

     The aggregate initial principal balance of the class B-6 certificates as of
December 1, 2004 was $1,145,358.94.

     The class A subordination level is 2.550000141620%.*

     The class B-1 subordination level is 1.350000059773%.*

     The class B-2 subordination level is 0.850000156634%.*

     The class B-3 subordination level is 0.500000241898%.*

     The class B-4 subordination level is 0.350000253494%.*

     The class B-5 subordination level is 0.200000265090%.*


--------

*     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 21, 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: December 21, 2004
                       ----------------------------------
                        (Date of earliest event reported)

                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2004-9)
   ---------------------------------------------------------------------------
               (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 2004-9
                 ----------------------------------------------

                               December 21, 2004

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

     On December 21, 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 December 1, 2004) as of December 1, 2004 of
$572,678,710.94. The mortgage loans that have original maturities of at least 20
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 December 1, 2004) as of December 1, 2004 of $472,766,861.10. The
mortgage loans that have original maturities of 15 years, the "pool II mortgage
loans", have an aggregate scheduled principal balance outstanding (after
deducting principal payments due on or before December 1, 2004) as of December
1, 2004 of $99,911,849.84. 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 less than $57,267,871.09. 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 December 1, 2004 were 925, 185 and 1,110,
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 December 1, 2004 were 6.044%, 5.483% and 5.946%,
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
December 1, 2004 were 357.35 months, 178.16 months and 326.09 months,
respectively. All mortgage loans have original maturities of at least 15 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 May 1, 2003, respectively, or
after December 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 December 1, 2004 were 359.06 months, 180.00 months and 327.82 months,
respectively.

     None of the pool I mortgage loans have a scheduled maturity later than
December 1, 2034. None of the pool II mortgage loans have a scheduled maturity
later than December 1, 2019. Each of the pool I mortgage loans and the pool II
mortgage loans had an original principal balance of not less than $75,500 and
$35,000 respectively, nor more than $1,000,000 and $1,495,000, respectively. No
pool II mortgage loans, as of December 1, 2004, had loan-to-value ratios at
origination in excess of 80%. Pool I mortgage loans having an aggregate
scheduled principal balance of $6,469,784, as of December 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 December 1, 2004 were 68.4%, 59.1%
and 66.8%, respectively. No more than $8,208,254, $1,869,399 and $9,496,621,
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 95%(2), 90% 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

--------
1    Terms used herein and not otherwise defined have the meaning assigned
     thereto in the Prospectus dated December 16, 2004 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2004-9.

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. No more than 1% of all
mortgage loans are secured by investment properties.

     At least 48%, 37% and 46%, 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 36%, 41% and 37%,
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% 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 9%, 13% and 10%, 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 5%, 8% and 6%, 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.

     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 4 and 1, respectively;

     2.   the aggregate scheduled principal balances of such pool I mortgage
          loans and pool II mortgage loans are $1,009,259 and $34,626,
          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  both 80.0%; 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 97.7% and
          100.0%, 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 $14,614,570 and $458,152,291,
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 5.524% and 6.060%,
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
355.04 months and 357.43 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 $1,815,687 and $98,096,163,
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 4.782% 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 176.30 months and 178.20 months, respectively.
There are no special hazard, fraud or bankruptcy loss limits.

     The aggregate initial principal balance of the class A certificates as of
December 1, 2004 was $558,075,403.00.

     The aggregate initial principal balance of the class B-1 certificates as of
December 1, 2004 was $6,872,145.00.

     The aggregate initial principal balance of the class B-2 certificates as of
December 1, 2004 was $2,863,393.00.

     The aggregate initial principal balance of the class B-3 certificates as of
December 1, 2004 was $2,004,375.00.

     The aggregate initial principal balance of the class B-4 certificates as of
December 1, 2004 was $859,018.00.

     The aggregate initial principal balance of the class B-5 certificates as of
December 1, 2004 was $859,018.00.

     The aggregate initial principal balance of the class B-6 certificates as of
December 1, 2004 was $1,145,358.94.

     The class A subordination level is 2.550000141620%.*

     The class B-1 subordination level is 1.350000059773%.*

     The class B-2 subordination level is 0.850000156634%.*

     The class B-3 subordination level is 0.500000241898%.*

     The class B-4 subordination level is 0.350000253494%.*

     The class B-5 subordination level is 0.200000265090%.*

--------

*     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 21, 2004