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, 2005
                       ----------------------------------
                        (Date of earliest event reported)


                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2005-6)
   ---------------------------------------------------------------------------
               (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                   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.
                 REMIC Pass-Through Certificates, Series 2005-6
                 ----------------------------------------------

                               September 28, 2005

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

     On September 28, 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 September 1, 2005) as of September 1, 2005 of
$401,878,524.88. The mortgage loans that have original maturities of at least 23
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, 2005) as of September 1, 2005 of $334,784,432.64. The
mortgage loans that have original of 15 years, the "pool II mortgage loans",
have an aggregate scheduled principal balance outstanding (after deducting
principal payments due on or before September 1, 2005) as of September 1, 2005
of $67,094,092.24. 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 $40,187,852.49. 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, 2005 were 598, 116 and 714,
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, 2005 were 5.872%, 5.401% and 5.794%,
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, 2005 were 358.52 months, 178.68 months and 328.49 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 December 1, 2003 and November 1, 2004,
respectively, or after September 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 September 1, 2005 were 359.85 months, 180.00 months and
329.82 months, respectively.

--------
1    Terms used herein and not otherwise defined have the meaning assigned
     thereto in the Prospectus dated September 26, 2005 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2005-6.

<PAGE>

     None of the pool I mortgage loans have a scheduled maturity later than
September 1, 2035. None of the pool II mortgage loans have a scheduled maturity
later than September 1, 2020. Each of the pool I mortgage loans and pool II
mortgage loans had an original principal balance of not less than $67,200.00 and
$195,000.00, respectively, nor more than $1,895,000.00 and $1,200,000.00,
respectively. Pool I mortgage loans and pool II mortgage loans having aggregate
scheduled principal balances of $3,721,878.69 and $0, respectively, as of
September 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 September 1, 2005 were
65.44%, 56.40% and 63.93%, respectively. No more than $7,502,582.99,
$1,868,172.79 and $7,502,582.99, 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.

     94.79%(2), 86.27% and 93.37%, 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. None of the pool I mortgage
loans and 0.29% of the pool II mortgage loans are secured by investment
properties.

     36.98%, 17.41% and 33.71%, 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. 36.77%,
53.06% and 39.49%, 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 verification of assets. 3.51%,
2.43% and 3.33%, respectively, of the pool I mortgage loans, the pool II
mortgage loans and all mortgage loans, were originated using a loan underwriting
policy that requires verification of employment and may require proof of liquid
assets, but does not require verification of the prospective borrower's income
as stated on the loan application. 18.13%, 21.95% and 18.77%, 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 borrowers income as stated on the
loan application, do not require proof of assets but do require telephone
verification of employment. 4.62%, 5.15% and 4.70%, 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.

--------
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>

     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 numbers of such pool I mortgage loans is 7;

     2.   the aggregate scheduled principal balance of such pool I mortgage
          loans is $2,449,500.04;

     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 79.96%; 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 99.61%.

     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 $35,469,658.41 and
$299,314,774.23, 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 5.590%
and 5.906%, 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
360.00 months and 359.83 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 358.53 months and 358.52 months,
respectively.

     Pool II discount loans will consist of pool II mortgage loans with net loan
rates less than 5.00%. Pool II premium loans will consist of pool II mortgage
loans with net loan rates greater than or equal to 5.00%. 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 $5,323,839.83 and
$61,770,252.41, 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
5.081% and 5.428%, 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 both 180.00 months. 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 178.49 months and 178.70 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, 2005 was $391,829,859.00.

     The aggregate initial principal balance of the class B-1 certificates as of
September 1, 2005 was $5,025,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
September 1, 2005 was $2,009,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
September 1, 2005 was $1,206,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
September 1, 2005 was $603,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
September 1, 2005 was $602,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
September 1, 2005 was $603,665.88.

     The class A subordination level is 2.500423699674%.*

     The class B-1 subordination level is 1.250045864357%.*

     The class B-2 subordination level is 0.750143561640%.*

     The class B-3 subordination level is 0.450052881164%.*

     The class B-4 subordination level is 0.300007540926%.*

     The class B-5 subordination level is 0.150211032098%.*


--------

*     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, 2005
[{"type": "8-K", "sequence": "1", "filename": "detailed8k2005-6.txt", "description": "CMSI 2005-6 DETAILED DESCRIPTION", "secsgml_size_bytes": 13904}]
{"company-data": {"conformed-name": "CITICORP MORTGAGE SECURITIES INC", "cik": "0000811785", "assigned-sic": "6189", "irs-number": "133408717", "state-of-incorporation": "DE", "fiscal-year-end": "1231"}, "filing-values": {"form-type": "8-K", "act": "34", "file-number": "000-16107", "film-number": "051107463"}, "business-address": {"street1": "1000 TECHNOLOGY DRIVE", "city": "O", "state": "MO", "zip": "63304", "phone": "6362611313"}, "mail-address": {"street1": "CITIGROUP INC CORPORATE LAW DEPT", "street2": "425 PARK AVENUE 2ND FLOOR", "city": "NEW YORK", "state": "NY", "zip": "10043"}}
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, 2005
                       ----------------------------------
                        (Date of earliest event reported)

                       CITICORP MORTGAGE SECURITIES, INC.
                             (Packager and Servicer)
    (Issuer in Respect of the REMIC Pass-Through Certificates, Series 2005-6)
   ---------------------------------------------------------------------------
               (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                   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.
                 REMIC Pass-Through Certificates, Series 2005-6
                 ----------------------------------------------

                               September 28, 2005

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

     On September 28, 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 September 1, 2005) as of September 1, 2005 of
$401,878,524.88. The mortgage loans that have original maturities of at least 23
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, 2005) as of September 1, 2005 of $334,784,432.64. The
mortgage loans that have original of 15 years, the "pool II mortgage loans",
have an aggregate scheduled principal balance outstanding (after deducting
principal payments due on or before September 1, 2005) as of September 1, 2005
of $67,094,092.24. 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 $40,187,852.49. 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, 2005 were 598, 116 and 714,
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, 2005 were 5.872%, 5.401% and 5.794%,
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, 2005 were 358.52 months, 178.68 months and 328.49 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 December 1, 2003 and November 1, 2004,
respectively, or after September 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 September 1, 2005 were 359.85 months, 180.00 months and
329.82 months, respectively.

--------
1    Terms used herein and not otherwise defined have the meaning assigned
     thereto in the Prospectus dated September 26, 2005 (consisting of a
     prospectus supplement and a core prospectus), relating to the REMIC
     Pass-Through Certificates, Series 2005-6.
None of the pool I mortgage loans have a scheduled maturity later than
September 1, 2035. None of the pool II mortgage loans have a scheduled maturity
later than September 1, 2020. Each of the pool I mortgage loans and pool II
mortgage loans had an original principal balance of not less than $67,200.00 and
$195,000.00, respectively, nor more than $1,895,000.00 and $1,200,000.00,
respectively. Pool I mortgage loans and pool II mortgage loans having aggregate
scheduled principal balances of $3,721,878.69 and $0, respectively, as of
September 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 September 1, 2005 were
65.44%, 56.40% and 63.93%, respectively. No more than $7,502,582.99,
$1,868,172.79 and $7,502,582.99, 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.

     94.79%(2), 86.27% and 93.37%, 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. None of the pool I mortgage
loans and 0.29% of the pool II mortgage loans are secured by investment
properties.

     36.98%, 17.41% and 33.71%, 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. 36.77%,
53.06% and 39.49%, 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 verification of assets. 3.51%,
2.43% and 3.33%, respectively, of the pool I mortgage loans, the pool II
mortgage loans and all mortgage loans, were originated using a loan underwriting
policy that requires verification of employment and may require proof of liquid
assets, but does not require verification of the prospective borrower's income
as stated on the loan application. 18.13%, 21.95% and 18.77%, 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 borrowers income as stated on the
loan application, do not require proof of assets but do require telephone
verification of employment. 4.62%, 5.15% and 4.70%, 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.

--------
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.
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 numbers of such pool I mortgage loans is 7;

     2.   the aggregate scheduled principal balance of such pool I mortgage
          loans is $2,449,500.04;

     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 79.96%; 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 99.61%.

     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 $35,469,658.41 and
$299,314,774.23, 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 5.590%
and 5.906%, 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
360.00 months and 359.83 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 358.53 months and 358.52 months,
respectively.

     Pool II discount loans will consist of pool II mortgage loans with net loan
rates less than 5.00%. Pool II premium loans will consist of pool II mortgage
loans with net loan rates greater than or equal to 5.00%. 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 $5,323,839.83 and
$61,770,252.41, 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
5.081% and 5.428%, 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 both 180.00 months. 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 178.49 months and 178.70 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, 2005 was $391,829,859.00.

     The aggregate initial principal balance of the class B-1 certificates as of
September 1, 2005 was $5,025,000.00.

     The aggregate initial principal balance of the class B-2 certificates as of
September 1, 2005 was $2,009,000.00.

     The aggregate initial principal balance of the class B-3 certificates as of
September 1, 2005 was $1,206,000.00.

     The aggregate initial principal balance of the class B-4 certificates as of
September 1, 2005 was $603,000.00.

     The aggregate initial principal balance of the class B-5 certificates as of
September 1, 2005 was $602,000.00.

     The aggregate initial principal balance of the class B-6 certificates as of
September 1, 2005 was $603,665.88.

     The class A subordination level is 2.500423699674%.*

     The class B-1 subordination level is 1.250045864357%.*

     The class B-2 subordination level is 0.750143561640%.*

     The class B-3 subordination level is 0.450052881164%.*

     The class B-4 subordination level is 0.300007540926%.*

     The class B-5 subordination level is 0.150211032098%.*

--------

*     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, 2005