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: July 27, 2005
                       ----------------------------------
                        (Date of earliest event reported)


                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
      (Issuer in Respect of the CMALT (CitiMortgage Alternative Loan Trust)
                 REMIC Pass-Through Certificates, Series 2005-A1)
   ---------------------------------------------------------------------------
               (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                   63368
--------------------------------------------------          ----------
   (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.
              CMALT REMIC Pass-Through Certificates, Series 2005-A1
              -----------------------------------------------------

                                 July 27, 2005

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

     On July 27, 2005, 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 July 1, 2005) as of July 1, 2005 of $278,230,167.54. 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 July 1, 2005)
as of July 1, 2005 of $235,245,771.28. The mortgage loans that have original of
at least 10 years 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 July 1, 2005) as of July 1, 2005 of $42,984,396.26.
The mortgage loans were delivered in exchange for the certificates,
authenticated by the paying agent, evidencing 100% of the regular interests in
the Trust. Distributions on the certificates will be made by Citibank, N.A., as
paying agent, by wire transfer or by such other means as the person entitled
thereto and CMSI shall agree. CMSI may repurchase all mortgage loans remaining
in the mortgage loan pool pursuant to the pooling agreement if at the time of
repurchase the aggregate scheduled principal balance of such mortgage loans is
equal to or less than $27,823,016.75. 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 July 1, 2005 were 940, 219, and 1,159,
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 July 1, 2005 were 6.150%, 5.584%, and 6.062%, 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 July 1, 2005
were 353.30 months, 175.02 months, and 325.76 months, respectively. All mortgage
loans have original maturities of at least 10 but not more than 30 years. None
of the pool I mortgage loans or the pool II mortgage loans were originated prior
to December 1, 2003, and March 1, 2004, respectively, or after July 1, 2005. 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 July 1, 2005 were
357.35 months, 179.35 months, and 329.86 months, respectively.

--------
1    Terms used herein and not otherwise defined have the meaning assigned
     thereto in the Prospectus dated July 26, 2005 (consisting of a
     prospectus supplement and a core prospectus), relating to the CMALT REMIC
     Pass-Through Certificates, Series 2005-A1.

<PAGE>

     None of the pool I mortgage loans have a scheduled maturity later than July
1, 2035. None of the pool II mortgage loans have a scheduled maturity later than
July 1, 2020. Each of the pool I mortgage loans and pool II mortgage loans had
an original principal balance of not less than $12,800.00 and $29,500.00,
respectively, nor more than $1,200,000.00 and $999,950.00, respectively. Pool I
mortgage loans and pool II mortgage loans having aggregate scheduled principal
balances of $11,431,865.32 and $655,467.43, respectively, as of July 1, 2005,
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
and all mortgage loans as of July 1, 2005 were 66.71%, 56.68% and 65.16%,
respectively. No more than $1,723,458.93, $1,342,406.88 and $1,723,458.93,
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.

     78.95%(2), 71.72% and 77.83%, 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
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. 16.89% of the pool I mortgage
loans and 21.74% of the pool II mortgage loans are secured by investment
properties.

     17.41%, 10.24%, and 16.30%, respectively, of the pool I mortgage loans, the
pool II mortgage loans, and all mortgage loans will be mortgage loans originated
under the Full/Alt program that requires verification of income, employment and
assets. 82.49%, 89.76%, and 83.61%, respectively, of the pool I mortgage loans,
the pool II mortgage loans, and all mortgage loans were originated under the
Stated Income/Verified Assets program that requires verification of assets and a
telephone verification of employment, but no verification of income. 0.10%,
none, and 0.08%,respectively, of the pool I mortgage loans, the pool II mortgage
loans, and all mortgage loans were originated under the No Ratio (No
Income/Verified Assets) program that requires verification of assets, but not
employment or income. 69.49%, 86.11% and 72.06%, respectively, of the pool I
mortgage loans, the pool II mortgage loans, and all mortgage loans will be
refinanced mortgage loans. See "Mortgage loan underwriting" in the Prospectus.

--------
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>

     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 $21,515,918.43 and
$213,729,852.85, 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 5.491%
and 6.216%, respectively. The weighted average original terms to maturity of the
pool I discount loans and the pool I premium loans, as of the cut-off date, were
344.46 months and 358.65 months, 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 341.01 months and 354.54 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 $2,273,235.81 and
$40,711,160.45, 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
4.931% and 5.621%, respectively. The weighted average original terms to maturity
of the pool II discount loans and the pool II premium loans, as of the cut-off
date, were 169.84 months and 179.89 months, 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 164.63 months and 175.60 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
July 1, 2005 was $267,795,246.00.

     The aggregate initial principal balance of the class B-1 certificates as of
July 1, 2005 was $4,869,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
July 1, 2005 was $2,087,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
July 1, 2005 was $1,252,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
July 1, 2005 was $835,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
July 1, 2005 was $835,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
July 1, 2005 was $556,921.54.

     The class A subordination level is 3.750463737366%.*

     The class B-1 subordination level is 2.000473776518%.*

     The class B-2 subordination level is 1.250375389110%.*

     The class B-3 subordination level is 0.800388239596%.*

     The class B-4 subordination level is 0.500277001702%.*

     The class B-5 subordination level is 0.200165763808%.*


--------

*     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: July 27, 2005
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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: July 27, 2005
                       ----------------------------------
                        (Date of earliest event reported)

                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
      (Issuer in Respect of the CMALT (CitiMortgage Alternative Loan Trust)
                 REMIC Pass-Through Certificates, Series 2005-A1)
   ---------------------------------------------------------------------------
               (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                   63368
--------------------------------------------------          ----------
   (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.
              CMALT REMIC Pass-Through Certificates, Series 2005-A1
              -----------------------------------------------------

                                 July 27, 2005

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

     On July 27, 2005, 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 July 1, 2005) as of July 1, 2005 of $278,230,167.54. 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 July 1, 2005)
as of July 1, 2005 of $235,245,771.28. The mortgage loans that have original of
at least 10 years 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 July 1, 2005) as of July 1, 2005 of $42,984,396.26.
The mortgage loans were delivered in exchange for the certificates,
authenticated by the paying agent, evidencing 100% of the regular interests in
the Trust. Distributions on the certificates will be made by Citibank, N.A., as
paying agent, by wire transfer or by such other means as the person entitled
thereto and CMSI shall agree. CMSI may repurchase all mortgage loans remaining
in the mortgage loan pool pursuant to the pooling agreement if at the time of
repurchase the aggregate scheduled principal balance of such mortgage loans is
equal to or less than $27,823,016.75. 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 July 1, 2005 were 940, 219, and 1,159,
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 July 1, 2005 were 6.150%, 5.584%, and 6.062%, 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 July 1, 2005
were 353.30 months, 175.02 months, and 325.76 months, respectively. All mortgage
loans have original maturities of at least 10 but not more than 30 years. None
of the pool I mortgage loans or the pool II mortgage loans were originated prior
to December 1, 2003, and March 1, 2004, respectively, or after July 1, 2005. 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 July 1, 2005 were
357.35 months, 179.35 months, and 329.86 months, respectively.

--------
1    Terms used herein and not otherwise defined have the meaning assigned
     thereto in the Prospectus dated July 26, 2005 (consisting of a
     prospectus supplement and a core prospectus), relating to the CMALT REMIC
     Pass-Through Certificates, Series 2005-A1.
None of the pool I mortgage loans have a scheduled maturity later than July
1, 2035. None of the pool II mortgage loans have a scheduled maturity later than
July 1, 2020. Each of the pool I mortgage loans and pool II mortgage loans had
an original principal balance of not less than $12,800.00 and $29,500.00,
respectively, nor more than $1,200,000.00 and $999,950.00, respectively. Pool I
mortgage loans and pool II mortgage loans having aggregate scheduled principal
balances of $11,431,865.32 and $655,467.43, respectively, as of July 1, 2005,
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
and all mortgage loans as of July 1, 2005 were 66.71%, 56.68% and 65.16%,
respectively. No more than $1,723,458.93, $1,342,406.88 and $1,723,458.93,
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.

     78.95%(2), 71.72% and 77.83%, 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
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. 16.89% of the pool I mortgage
loans and 21.74% of the pool II mortgage loans are secured by investment
properties.

     17.41%, 10.24%, and 16.30%, respectively, of the pool I mortgage loans, the
pool II mortgage loans, and all mortgage loans will be mortgage loans originated
under the Full/Alt program that requires verification of income, employment and
assets. 82.49%, 89.76%, and 83.61%, respectively, of the pool I mortgage loans,
the pool II mortgage loans, and all mortgage loans were originated under the
Stated Income/Verified Assets program that requires verification of assets and a
telephone verification of employment, but no verification of income. 0.10%,
none, and 0.08%,respectively, of the pool I mortgage loans, the pool II mortgage
loans, and all mortgage loans were originated under the No Ratio (No
Income/Verified Assets) program that requires verification of assets, but not
employment or income. 69.49%, 86.11% and 72.06%, respectively, of the pool I
mortgage loans, the pool II mortgage loans, and all mortgage loans will be
refinanced mortgage loans. See "Mortgage loan underwriting" in the Prospectus.

--------
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.
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 $21,515,918.43 and
$213,729,852.85, 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 5.491%
and 6.216%, respectively. The weighted average original terms to maturity of the
pool I discount loans and the pool I premium loans, as of the cut-off date, were
344.46 months and 358.65 months, 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 341.01 months and 354.54 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 $2,273,235.81 and
$40,711,160.45, 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
4.931% and 5.621%, respectively. The weighted average original terms to maturity
of the pool II discount loans and the pool II premium loans, as of the cut-off
date, were 169.84 months and 179.89 months, 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 164.63 months and 175.60 months,
respectively.
There are no special hazard, fraud or bankruptcy loss limits.

     The aggregate initial principal balance of the class A certificates as of
July 1, 2005 was $267,795,246.00.

     The aggregate initial principal balance of the class B-1 certificates as of
July 1, 2005 was $4,869,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
July 1, 2005 was $2,087,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
July 1, 2005 was $1,252,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
July 1, 2005 was $835,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
July 1, 2005 was $835,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
July 1, 2005 was $556,921.54.

     The class A subordination level is 3.750463737366%.*

     The class B-1 subordination level is 2.000473776518%.*

     The class B-2 subordination level is 1.250375389110%.*

     The class B-3 subordination level is 0.800388239596%.*

     The class B-4 subordination level is 0.500277001702%.*

     The class B-5 subordination level is 0.200165763808%.*

--------

*     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: July 27, 2005