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: June 27, 2002
                        ---------------------------------
                        (Date of earliest event reported)


                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2002-7)
    -------------------------------------------------------------------------
               (Exact name of registrant as specified in charter)


   Delaware                     333-72082                     13-3408713
 ----------------------------------------------------------------------------
  (State or other juris-       (Commission                 (I.R.S. Employer
 diction of organization)       File Nos.)                Identification No.)


12855 North Outer Forty Drive, St. Louis, Missouri            63141
--------------------------------------------------          ----------
   (Address of principal executive offices)                 (Zip Code)


Registrant's Telephone Number, including area code: (314) 851-6305

--------------------------------------------------------------------------
(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 2002-7
                 -----------------------------------------------

                                  June 27, 2002

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

     On June 27, 2002, 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 June 1, 2002)
as of June 1, 2002 of $292,614,472.40. 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 June 1, 2002) as of June 1, 2002
of $216,377,750.06 and the mortgage loans that have original maturities of at
least 10 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 June 1, 2002) as of June 1, 2002 of $76,236,722.34.
The mortgage loans were delivered in exchange for the certificates,
authenticated by the Trustee, evidencing 100% of the regular interests in the
Trust. Distributions on the certificates will be made by The Bank of New York,
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 $29,261,447.24. 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 number of all mortgage loans as of June 1, 2002 was 613,
consisting of 454 pool I mortgage loans and 159 pool II mortgage loans. The
weighted average interest rates on the pool I mortgage loans, the pool II
mortgage loans and all mortgage loans (in each case, before deduction of the
servicing fee) as of June 1, 2002 were 7.057%, 6.638% and 6.948%, 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 June 1, 2002 were
357.25 months, 176.18 months and 310.07 months, respectively. All mortgage loans
have original maturities of at least 10 but no more than 30 years. None of the
pool I mortgage loans and the pool II mortgage loans were originated prior to
April 1, 2001 or after June 1, 2002. 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 June 1, 2002 were 359.40 months, 178.80 months and 312.35
months, respectively.

     None of the pool I mortgage loans and the pool II mortgage loans have
scheduled maturities later than June 1, 2032 and June 1, 2017, respectively.
Each of the pool I mortgage loans and the pool II mortgage loans had an original
principal balance of not less than $40,000 and $23,400, respectively, nor more
than $1,360,000 and $1,000,000, respectively. Pool I mortgage loans and pool II
mortgage loans having aggregate scheduled principal balances of $2,925,817 and
$562,619, respectively, as of June 1, 2002, 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 June 1, 2002 were 66.1%, 57.6% and
63.9%, respectively. No more than $4,039,907, $1,499,423 and $4,499,187,
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 94%(2), 93% 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 June 20, 2002 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2002-7.

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 2% of the pool I
mortgage loans and no more than 1% of the pool II mortgage loans are secured by
investment properties.

     At least 97%, 94% and 96%, 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 3%, 6% and 4%, 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 60%, 85% and 65%, 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 for which additional collateral was pledged, taken as
a group:

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

     2.   such pool I mortgage loans have an aggregate scheduled principal
          balance of $1,226,164;

     3.   the weighted average loan-to-value ratio of such pool I mortgage
          loans, taking into account the loanable value of the pledged
          additional collateral, is 78.01%; and

     4.   the weighted average loan-to-value ratio of such pool I mortgage
          loans, without taking into account the loanable value of the pledged
          additional collateral, is 92.11%.

     Pool I premium loans will consist of pool I mortgage loans with net loan
rates greater than or equal to 6.500%. Pool I discount loans will consist of
pool I mortgage loans with net loan rates less than 6.500%. 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 $207,922,581 and $8,455,169,
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 7.078% and 6.522%,
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
357.36 months and 354.68 months, respectively.

     Pool II premium loans will consist of pool II mortgage loans with net loan
rates greater than or equal to 6.000%. Pool II discount loans will consist of
pool II mortgage loans with net loan rates less than 6.000%. The aggregate
scheduled principal balances outstanding as of the cut-off date of the pool II
premium loans and the pool II discount loans were $75,735,235 and $501,488,
respectively. The weighted average interest rates of the pool II premium loans
and the pool II discount loans, as of the cut-off date, were 6.642% and 6.119%,
respectively. The weighted average remaining terms to stated maturity of the
pool II premium loans and the pool II discount loans, as of the cut-off date,
were 176.19 months and 173.49 months, respectively.


<PAGE>


     The special hazard loss limit as of June 1, 2002 was $2,926,144.72.

     The fraud loss limit as of June 1, 2002 was $2,926,144.72.

     The bankruptcy loss limit as of June 1, 2002 was $75,000.00.

     The aggregate initial principal balance of the class A certificates as of
June 1, 2002 was $285,444,177.00.

     The aggregate initial principal balance of the class B-1 certificates as of
June 1, 2002 was $3,365,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
June 1, 2002 was $1,463,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
June 1, 2002 was $878,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
June 1, 2002 was $585,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
June 1, 2002 was $439,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
June 1, 2002 was $440,295.40.

     The class A subordination level is 2.450424048131%.*

     The class B-1 subordination level is 1.300446751246%.*

     The class B-2 subordination level is 0.800471480713%.*

     The class B-3 subordination level is 0.500417969074%.*

     The class B-4 subordination level is 0.300496210180%.*

     The class B-5 subordination level is 0.150469454361%.*


--------

*     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: June 27, 2002
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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: June 27, 2002
                        ---------------------------------
                        (Date of earliest event reported)

                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2002-7)
    -------------------------------------------------------------------------
               (Exact name of registrant as specified in charter)

   Delaware                     333-72082                     13-3408713
 ----------------------------------------------------------------------------
  (State or other juris-       (Commission                 (I.R.S. Employer
 diction of organization)       File Nos.)                Identification No.)

12855 North Outer Forty Drive, St. Louis, Missouri            63141
--------------------------------------------------          ----------
   (Address of principal executive offices)                 (Zip Code)

Registrant's Telephone Number, including area code: (314) 851-6305

--------------------------------------------------------------------------
(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 2002-7
                 -----------------------------------------------

                                  June 27, 2002

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

     On June 27, 2002, 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 June 1, 2002)
as of June 1, 2002 of $292,614,472.40. 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 June 1, 2002) as of June 1, 2002
of $216,377,750.06 and the mortgage loans that have original maturities of at
least 10 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 June 1, 2002) as of June 1, 2002 of $76,236,722.34.
The mortgage loans were delivered in exchange for the certificates,
authenticated by the Trustee, evidencing 100% of the regular interests in the
Trust. Distributions on the certificates will be made by The Bank of New York,
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 $29,261,447.24. 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 number of all mortgage loans as of June 1, 2002 was 613,
consisting of 454 pool I mortgage loans and 159 pool II mortgage loans. The
weighted average interest rates on the pool I mortgage loans, the pool II
mortgage loans and all mortgage loans (in each case, before deduction of the
servicing fee) as of June 1, 2002 were 7.057%, 6.638% and 6.948%, 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 June 1, 2002 were
357.25 months, 176.18 months and 310.07 months, respectively. All mortgage loans
have original maturities of at least 10 but no more than 30 years. None of the
pool I mortgage loans and the pool II mortgage loans were originated prior to
April 1, 2001 or after June 1, 2002. 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 June 1, 2002 were 359.40 months, 178.80 months and 312.35
months, respectively.

     None of the pool I mortgage loans and the pool II mortgage loans have
scheduled maturities later than June 1, 2032 and June 1, 2017, respectively.
Each of the pool I mortgage loans and the pool II mortgage loans had an original
principal balance of not less than $40,000 and $23,400, respectively, nor more
than $1,360,000 and $1,000,000, respectively. Pool I mortgage loans and pool II
mortgage loans having aggregate scheduled principal balances of $2,925,817 and
$562,619, respectively, as of June 1, 2002, 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 June 1, 2002 were 66.1%, 57.6% and
63.9%, respectively. No more than $4,039,907, $1,499,423 and $4,499,187,
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 94%(2), 93% 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 June 20, 2002 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2002-7.

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 2% of the pool I
mortgage loans and no more than 1% of the pool II mortgage loans are secured by
investment properties.

     At least 97%, 94% and 96%, 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 3%, 6% and 4%, 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 60%, 85% and 65%, 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 for which additional collateral was pledged, taken as
a group:

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

     2.   such pool I mortgage loans have an aggregate scheduled principal
          balance of $1,226,164;

     3.   the weighted average loan-to-value ratio of such pool I mortgage
          loans, taking into account the loanable value of the pledged
          additional collateral, is 78.01%; and

     4.   the weighted average loan-to-value ratio of such pool I mortgage
          loans, without taking into account the loanable value of the pledged
          additional collateral, is 92.11%.

     Pool I premium loans will consist of pool I mortgage loans with net loan
rates greater than or equal to 6.500%. Pool I discount loans will consist of
pool I mortgage loans with net loan rates less than 6.500%. 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 $207,922,581 and $8,455,169,
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 7.078% and 6.522%,
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
357.36 months and 354.68 months, respectively.

     Pool II premium loans will consist of pool II mortgage loans with net loan
rates greater than or equal to 6.000%. Pool II discount loans will consist of
pool II mortgage loans with net loan rates less than 6.000%. The aggregate
scheduled principal balances outstanding as of the cut-off date of the pool II
premium loans and the pool II discount loans were $75,735,235 and $501,488,
respectively. The weighted average interest rates of the pool II premium loans
and the pool II discount loans, as of the cut-off date, were 6.642% and 6.119%,
respectively. The weighted average remaining terms to stated maturity of the
pool II premium loans and the pool II discount loans, as of the cut-off date,
were 176.19 months and 173.49 months, respectively.
The special hazard loss limit as of June 1, 2002 was $2,926,144.72.

     The fraud loss limit as of June 1, 2002 was $2,926,144.72.

     The bankruptcy loss limit as of June 1, 2002 was $75,000.00.

     The aggregate initial principal balance of the class A certificates as of
June 1, 2002 was $285,444,177.00.

     The aggregate initial principal balance of the class B-1 certificates as of
June 1, 2002 was $3,365,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
June 1, 2002 was $1,463,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
June 1, 2002 was $878,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
June 1, 2002 was $585,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
June 1, 2002 was $439,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
June 1, 2002 was $440,295.40.

     The class A subordination level is 2.450424048131%.*

     The class B-1 subordination level is 1.300446751246%.*

     The class B-2 subordination level is 0.800471480713%.*

     The class B-3 subordination level is 0.500417969074%.*

     The class B-4 subordination level is 0.300496210180%.*

     The class B-5 subordination level is 0.150469454361%.*

--------

*     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: June 27, 2002