diff --git a/CHANGELOG.md b/CHANGELOG.md
index 9ab462a..9939aa2 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -4,6 +4,45 @@ All notable changes to kalshi-sdk will be documented in this file.
 
 ## Unreleased
 
+Reconciles nightly spec drift (Closes #544). **Breaking** for constructors
+of `ObligationEntry` that omit the new required `corporate_action_payments`.
+Re-vendored `specs/openapi.yaml` (hash
+`3877d38d095f4004e325aaa8766f24dabeb1c2dc3fb8d37b9ccac82ca5734d8a`),
+`specs/asyncapi.yaml` (hash
+`3c86bae7d89b44baba1119b3a097a54054c1d851e1dcd8ad894c7cb35b9890b6`;
+channel description only — no WebSocket payload schema change), and
+`specs/perps_scm_openapi.yaml` (hash
+`1f58b54b6bef44852b4a9a3fd7ad707668258a2516801a076ffe468a1807806f`).
+Core OpenAPI remains 3.34.0.
+
+### Changed (breaking)
+
+- Klear **`ObligationEntry.corporate_action_payments`** (required
+  `list[CorporateActionPaymentDetail]`, may be empty). Cash and split
+  corporate-action payments already reflected in settlement PnL; do not
+  add them to the obligation total. Live responses include the array;
+  constructors and fixtures must pass it (use `[]` when none apply).
+
+### Added
+
+- **`events.list_multivariate` / `list_all_multivariate(..., tickers=)`**
+  (sync + async) — optional event-ticker filter on
+  `GET /events/multivariate`. A `list[str]` or a comma-separated string is
+  sent as one comma-separated query value. Empty elements and embedded
+  commas are rejected before the request. `None` and `[]` omit the param.
+
+- Klear **`margin.corporate_action_payments` /
+  `corporate_action_payments_all`** (sync + async) —
+  `GET /margin/obligations/{obligation_id}/corporate_action_payments`.
+  Pages the full set when `corporate_action_payments_truncated` is set.
+  Limit max 1000.
+
+- Klear **`ObligationEntry.corporate_action_payments_truncated`**
+  (`bool | None`).
+
+- Klear **`AssetClassLiteral`** also accepts `"Equities"`, `"Metals"`,
+  `"Indices"`, and `"Energy"` (alongside `"Crypto"`).
+
 Reconciles perps spec drift after nightly contract failures (Closes #540).
 **Breaking** for constructors of `MarginMarket` that omit the new required
 `funding_invalid_premium_handling`. Re-vendored `specs/perps_openapi.yaml`
diff --git a/docs/migration.md b/docs/migration.md
index dc97427..5de6a88 100644
--- a/docs/migration.md
+++ b/docs/migration.md
@@ -42,6 +42,40 @@ MarginMarket(
   `GET /margin/markets/orderbooks`. Required `tickers` (1–100),
   comma-joined on the wire. Returns `list[MarginOrderbook]`.
 
+### Klear corporate-action payments (Closes #544)
+
+**Breaking** for constructors and `model_validate` fixtures of
+`ObligationEntry` that omit the new required `corporate_action_payments`.
+
+- **`ObligationEntry.corporate_action_payments`** — required
+  `list[CorporateActionPaymentDetail]` (may be empty). Cash and split
+  corporate-action payments already reflected in settlement PnL. Do not
+  add them to the obligation total. Live responses include the array;
+  constructors and fixtures must pass it.
+
+```python
+# Before (constructors / test fixtures):
+# ObligationEntry(
+#     ...,
+#     funding_payments=[],
+# )
+
+# After:
+ObligationEntry(
+    ...,
+    funding_payments=[],
+    corporate_action_payments=[],
+)
+```
+
+`corporate_action_payments_truncated` is optional. Page the full set with
+`klear.margin.corporate_action_payments` / `corporate_action_payments_all`
+(sync + async) when the flag is set.
+
+`AssetClassLiteral` also accepts `"Equities"`, `"Metals"`, `"Indices"`, and
+`"Energy"` (previously `"Crypto"` only). Existing `"Crypto"` callers are
+unchanged.
+
 See the [changelog](https://github.com/TexasCoding/kalshi-python-sdk/blob/main/CHANGELOG.md)
 for the full list.
 
diff --git a/docs/perps.md b/docs/perps.md
index 89db602..f405579 100644
--- a/docs/perps.md
+++ b/docs/perps.md
@@ -299,7 +299,8 @@ next-settlement estimates keyed by asset class. (The singular
 `active_obligation()` / `settlement_estimate()` endpoints were removed upstream
 in the v11.0.0 reconcile.)
 
-`klear.margin.settlement_prices(asset_class="Crypto", settlement_time=...)`
+`AssetClassLiteral` is `"Crypto"`, `"Equities"`, `"Metals"`, `"Indices"`,
+or `"Energy"`. `klear.margin.settlement_prices(asset_class="Crypto", settlement_time=...)`
 returns a ticker → centicents map at a settlement cycle.
 `klear.margin.estimate_maintenance_margin(asset_class="Crypto", positions=[...])`
 margins a hypothetical portfolio. Optional `date=` (YYYY-MM-DD) and
@@ -329,7 +330,17 @@ klear.margin.delete_fcm_api_key(created.api_key_id)
 ```
 
 When an `ObligationEntry` inline detail array is capped at 1000 rows, the
-matching `*_truncated` flag is set; page the full set via:
+matching `*_truncated` flag is set; page the full set via the methods below.
+
+`corporate_action_payments` is required and may be empty. Those rows are
+cash and split corporate-action payments already included in settlement PnL
+— do not add them to the obligation total.
+`CorporateActionPaymentDetail.payment_time` is always present and is `null`
+for splits. Centicents fields on that model are plain integers;
+`position_quantity_fp` and `post_position_quantity_fp` are fixed-point
+contract counts. `corporate_action_payments` / `corporate_action_payments_all`
+page the full set when `corporate_action_payments_truncated` is true (limit
+max 1000):
 
 ```python
 for row in klear.margin.settlement_details_all(ob.id):
@@ -338,6 +349,8 @@ for row in klear.margin.maintenance_margin_details_all(ob.id):
     ...
 for row in klear.margin.funding_payments_all(ob.id):
     ...
+for row in klear.margin.corporate_action_payments_all(ob.id):
+    ...
 ```
 
 Each `AssetClassSettlementEstimate` exposes optional
diff --git a/docs/resources/events.md b/docs/resources/events.md
index c2a2b86..0e30afc 100644
--- a/docs/resources/events.md
+++ b/docs/resources/events.md
@@ -45,8 +45,15 @@ one comma-separated value).
 ## Multivariate events
 
 `list_multivariate(...)` returns only events that participate in a
-multivariate event collection. Same kwargs as `list`. See
-[Multivariate](multivariate.md) for the surrounding API.
+multivariate event collection. See [Multivariate](multivariate.md) for the
+surrounding API.
+
+`tickers` (optional on `list_multivariate` and `list_all_multivariate`)
+restricts the page to specific event tickers, same wire format as
+[`list`](#list-events): a `list[str]` or a comma-separated string, sent as
+one comma-separated query value. Individual tickers must be non-empty and
+must not contain commas. Omit `tickers`, or pass `None` or `[]`, to leave
+the filter off.
 
 ## Get one event
 
diff --git a/kalshi/_contract_map.py b/kalshi/_contract_map.py
index e0b1468..9ab6c91 100644
--- a/kalshi/_contract_map.py
+++ b/kalshi/_contract_map.py
@@ -986,6 +986,10 @@ class ContractEntry:
         sdk_model="kalshi.perps.klear.models.margin.FundingPaymentDetail",
         spec_schema="FundingPaymentDetail",
     ),
+    ContractEntry(
+        sdk_model="kalshi.perps.klear.models.margin.CorporateActionPaymentDetail",
+        spec_schema="CorporateActionPaymentDetail",
+    ),
     ContractEntry(
         sdk_model="kalshi.perps.klear.models.margin.ObligationEntry",
         spec_schema="ObligationEntry",
@@ -1007,6 +1011,12 @@ class ContractEntry:
         sdk_model="kalshi.perps.klear.models.margin.GetObligationFundingPaymentsResponse",
         spec_schema="GetObligationFundingPaymentsResponse",
     ),
+    ContractEntry(
+        sdk_model=(
+            "kalshi.perps.klear.models.margin.GetObligationCorporateActionPaymentsResponse"
+        ),
+        spec_schema="GetObligationCorporateActionPaymentsResponse",
+    ),
     ContractEntry(
         sdk_model="kalshi.perps.klear.models.margin.MarketSettlementEstimate",
         spec_schema="MarketSettlementEstimate",
diff --git a/kalshi/perps/__init__.py b/kalshi/perps/__init__.py
index 1128c09..1c7c10f 100644
--- a/kalshi/perps/__init__.py
+++ b/kalshi/perps/__init__.py
@@ -31,10 +31,12 @@
     KlearConfig,
 )
 from kalshi.perps.klear.models.margin import (
+    CorporateActionPaymentDetail,
     FundingPaymentDetail,
     GetActiveMarginObligationsResponse,
     GetGuarantyFundBalanceResponse,
     GetMarginReportsResponse,
+    GetObligationCorporateActionPaymentsResponse,
     GetObligationFundingPaymentsResponse,
     GetObligationHistoryResponse,
     GetObligationMaintenanceMarginDetailsResponse,
@@ -249,6 +251,7 @@
     "BookSideLiteral",
     "CancelMarginOrderResponse",
     "ConnectionState",
+    "CorporateActionPaymentDetail",
     "CreateMarginOrderRequest",
     "CreateMarginOrderResponse",
     "CreateOrderGroupRequest",
@@ -291,6 +294,7 @@
     "GetMarginRiskParametersResponse",
     "GetMarginRiskResponse",
     "GetMarginTradesResponse",
+    "GetObligationCorporateActionPaymentsResponse",
     "GetObligationFundingPaymentsResponse",
     "GetObligationHistoryResponse",
     "GetObligationMaintenanceMarginDetailsResponse",
diff --git a/kalshi/perps/klear/models/__init__.py b/kalshi/perps/klear/models/__init__.py
index 73db4c6..05b5c66 100644
--- a/kalshi/perps/klear/models/__init__.py
+++ b/kalshi/perps/klear/models/__init__.py
@@ -8,6 +8,7 @@
     AssetClassLiteral,
     AssetClassSettlementEstimate,
     ClearingTypeLiteral,
+    CorporateActionPaymentDetail,
     CreateMarginFcmApiKeyRequest,
     CreateMarginFcmApiKeyResponse,
     CreateMarginSubtraderGroupRequest,
@@ -27,6 +28,7 @@
     GetMarginReportsResponse,
     GetMarginSubtraderGroupsResponse,
     GetMemberFundingPaymentsResponse,
+    GetObligationCorporateActionPaymentsResponse,
     GetObligationFundingPaymentsResponse,
     GetObligationHistoryResponse,
     GetObligationMaintenanceMarginDetailsResponse,
@@ -64,6 +66,7 @@
     "AssetClassLiteral",
     "AssetClassSettlementEstimate",
     "ClearingTypeLiteral",
+    "CorporateActionPaymentDetail",
     "CreateMarginFcmApiKeyRequest",
     "CreateMarginFcmApiKeyResponse",
     "CreateMarginSubtraderGroupRequest",
@@ -84,6 +87,7 @@
     "GetMarginReportsResponse",
     "GetMarginSubtraderGroupsResponse",
     "GetMemberFundingPaymentsResponse",
+    "GetObligationCorporateActionPaymentsResponse",
     "GetObligationFundingPaymentsResponse",
     "GetObligationHistoryResponse",
     "GetObligationMaintenanceMarginDetailsResponse",
diff --git a/kalshi/perps/klear/models/margin.py b/kalshi/perps/klear/models/margin.py
index a758c10..0b1fdfc 100644
--- a/kalshi/perps/klear/models/margin.py
+++ b/kalshi/perps/klear/models/margin.py
@@ -14,8 +14,10 @@
 NOT :data:`DollarDecimal` / :data:`FixedPointCount`. This mirrors the
 integer-cents precedent in ``kalshi/models/portfolio.py`` (``Balance.balance``,
 ``Deposit.amount_cents``). Fixed-point **count** strings appear on
-:attr:`SettlementDetail.position_quantity_fp` and
-:attr:`FundingPaymentDetail.position_quantity_fp`. The fixed-point
+:attr:`SettlementDetail.position_quantity_fp`,
+:attr:`FundingPaymentDetail.position_quantity_fp`, and
+:attr:`CorporateActionPaymentDetail.position_quantity_fp` /
+:attr:`CorporateActionPaymentDetail.post_position_quantity_fp`. The fixed-point
 **dollar-string** fields are :attr:`WithdrawSettlementBalanceRequest.amount`,
 :attr:`GetSettlementBalanceWithdrawalResponse.amount`, and
 :attr:`MarketSettlementEstimate.session_avg_price_fp` (e.g. ``"500.00"``);
@@ -79,10 +81,10 @@ def _require_positive_withdrawal(value: Decimal) -> Decimal:
 # Spec ``GetSettlementBalanceWithdrawalResponse.status`` enum.
 WithdrawalStatusLiteral = Literal["pending", "processing", "processed", "failed"]
 
-# Spec ``AssetClass`` enum (single value today). Named alias mirrors the other
-# *Literal aliases; shared by ObligationEntry.asset_class and the settlement
-# estimates keyed by asset class (spec sync 3.24.0).
-AssetClassLiteral = Literal["Crypto"]
+# Spec ``AssetClass`` enum. Named alias mirrors the other *Literal aliases;
+# shared by ObligationEntry.asset_class, corporate-action payments, and the
+# settlement / funding estimates keyed by asset class.
+AssetClassLiteral = Literal["Crypto", "Equities", "Metals", "Indices", "Energy"]
 """Spec withdrawal ``status`` — lifecycle of an async settlement-balance withdrawal."""
 
 
@@ -181,6 +183,40 @@ class FundingPaymentDetail(BaseModel):
     model_config = {"extra": "allow"}
 
 
+class CorporateActionPaymentDetail(BaseModel):
+    """Spec ``CorporateActionPaymentDetail`` — cash or split already in settlement PnL.
+
+    These rows explain amounts included in the obligation's settlement PnL.
+    They are not additional amounts to add to the obligation total.
+
+    ``position_quantity_fp`` / ``post_position_quantity_fp`` are fixed-point
+    contract counts. Centicents fields are plain ``int``. ``payment_time`` is
+    a required key that is ``null`` for splits (no scheduled cash time).
+    ``pre_split_price_centicents`` / ``post_split_price_centicents`` /
+    ``exchange_ts`` are omitted when they do not apply.
+    """
+
+    id: str
+    type: str
+    ca_id: str
+    market_id: str
+    market_ticker: str
+    asset_class: AssetClassLiteral
+    subtrader_id: str
+    position_quantity_fp: FixedPointCount
+    post_position_quantity_fp: FixedPointCount
+    payment_amount_centicents: int
+    # Required key; null for splits.
+    payment_time: AwareDatetime | None
+    settlement_execution_time: AwareDatetime
+    created_ts: AwareDatetime
+    pre_split_price_centicents: int | None = None
+    post_split_price_centicents: int | None = None
+    exchange_ts: AwareDatetime | None = None
+
+    model_config = {"extra": "allow"}
+
+
 class ObligationEntry(BaseModel):
     """Spec ``ObligationEntry`` — a settlement obligation (flattened ``allOf``).
 
@@ -212,9 +248,11 @@ class ObligationEntry(BaseModel):
     settlement_details: NullableList[SettlementDetail]
     maintenance_margin_details: NullableList[MaintenanceMarginDetail]
     funding_payments: NullableList[FundingPaymentDetail]
+    corporate_action_payments: NullableList[CorporateActionPaymentDetail]
     settlement_details_truncated: bool | None = None
     maintenance_margin_details_truncated: bool | None = None
     funding_payments_truncated: bool | None = None
+    corporate_action_payments_truncated: bool | None = None
 
     model_config = {"extra": "allow"}
 
@@ -275,6 +313,19 @@ def has_next(self) -> bool:
     model_config = {"extra": "allow"}
 
 
+class GetObligationCorporateActionPaymentsResponse(BaseModel):
+    """Spec ``GetObligationCorporateActionPaymentsResponse`` — paged corporate actions."""
+
+    corporate_action_payments: NullableList[CorporateActionPaymentDetail]
+    cursor: str | None = None
+
+    @property
+    def has_next(self) -> bool:
+        return bool(self.cursor)
+
+    model_config = {"extra": "allow"}
+
+
 class MarketSettlementEstimate(BaseModel):
     """Spec ``MarketSettlementEstimate`` — per-market settlement breakdown (centi units)."""
 
diff --git a/kalshi/perps/klear/resources/margin.py b/kalshi/perps/klear/resources/margin.py
index c1d4924..30b8f38 100644
--- a/kalshi/perps/klear/resources/margin.py
+++ b/kalshi/perps/klear/resources/margin.py
@@ -11,8 +11,9 @@
   /margin/obligation_history``: cursor-paginated (limit max 100).
 - ``settlement_details`` / ``settlement_details_all``,
   ``maintenance_margin_details`` / ``maintenance_margin_details_all``,
-  ``funding_payments`` / ``funding_payments_all`` — paged detail rows for one
-  obligation (limit max 1000) when the inline arrays on
+  ``funding_payments`` / ``funding_payments_all``,
+  ``corporate_action_payments`` / ``corporate_action_payments_all`` — paged
+  detail rows for one obligation (limit max 1000) when the inline arrays on
   :class:`~kalshi.perps.klear.models.margin.ObligationEntry` are truncated.
 - ``settlement_estimate_by_asset_class`` —
   ``GET /margin/settlement_estimate_by_asset_class``.
@@ -41,6 +42,7 @@
 from kalshi.perps.klear.models.margin import (
     AssetClassLiteral,
     ClearingTypeLiteral,
+    CorporateActionPaymentDetail,
     CreateMarginFcmApiKeyRequest,
     CreateMarginFcmApiKeyResponse,
     CreateMarginSubtraderGroupRequest,
@@ -308,6 +310,55 @@ def funding_payments_all(
             extra_headers=extra_headers,
         )
 
+    def corporate_action_payments(
+        self,
+        obligation_id: str,
+        *,
+        limit: int | None = None,
+        cursor: str | None = None,
+        extra_headers: dict[str, str] | None = None,
+    ) -> Page[CorporateActionPaymentDetail]:
+        """``GET /margin/obligations/{obligation_id}/corporate_action_payments``.
+
+        Limit max 1000. Rows are already included in settlement PnL.
+        """
+        params = _params(limit=_validate_limit(limit, hi=1000), cursor=cursor)
+        return self._list(
+            (
+                f"/margin/obligations/{_seg(obligation_id, name='obligation_id')}"
+                "/corporate_action_payments"
+            ),
+            CorporateActionPaymentDetail,
+            "corporate_action_payments",
+            params=params,
+            cursor_key="cursor",
+            extra_headers=extra_headers,
+        )
+
+    def corporate_action_payments_all(
+        self,
+        obligation_id: str,
+        *,
+        limit: int | None = None,
+        max_pages: int | None = None,
+        extra_headers: dict[str, str] | None = None,
+    ) -> Iterator[CorporateActionPaymentDetail]:
+        """Auto-paginate corporate-action payments for one obligation."""
+        _validate_max_pages(max_pages)
+        params = _params(limit=_validate_limit(limit, hi=1000), cursor=None)
+        return self._list_all(
+            (
+                f"/margin/obligations/{_seg(obligation_id, name='obligation_id')}"
+                "/corporate_action_payments"
+            ),
+            CorporateActionPaymentDetail,
+            "corporate_action_payments",
+            params=params,
+            max_pages=max_pages,
+            cursor_key="cursor",
+            extra_headers=extra_headers,
+        )
+
     def settlement_estimate_by_asset_class(
         self, *, extra_headers: dict[str, str] | None = None
     ) -> GetSettlementEstimateByAssetClassResponse:
@@ -864,6 +915,52 @@ def funding_payments_all(
             extra_headers=extra_headers,
         )
 
+    async def corporate_action_payments(
+        self,
+        obligation_id: str,
+        *,
+        limit: int | None = None,
+        cursor: str | None = None,
+        extra_headers: dict[str, str] | None = None,
+    ) -> Page[CorporateActionPaymentDetail]:
+        """Async :meth:`MarginResource.corporate_action_payments`."""
+        params = _params(limit=_validate_limit(limit, hi=1000), cursor=cursor)
+        return await self._list(
+            (
+                f"/margin/obligations/{_seg(obligation_id, name='obligation_id')}"
+                "/corporate_action_payments"
+            ),
+            CorporateActionPaymentDetail,
+            "corporate_action_payments",
+            params=params,
+            cursor_key="cursor",
+            extra_headers=extra_headers,
+        )
+
+    def corporate_action_payments_all(
+        self,
+        obligation_id: str,
+        *,
+        limit: int | None = None,
+        max_pages: int | None = None,
+        extra_headers: dict[str, str] | None = None,
+    ) -> AsyncIterator[CorporateActionPaymentDetail]:
+        """Async iterator over corporate-action payments — use ``async for``."""
+        _validate_max_pages(max_pages)
+        params = _params(limit=_validate_limit(limit, hi=1000), cursor=None)
+        return self._list_all(
+            (
+                f"/margin/obligations/{_seg(obligation_id, name='obligation_id')}"
+                "/corporate_action_payments"
+            ),
+            CorporateActionPaymentDetail,
+            "corporate_action_payments",
+            params=params,
+            max_pages=max_pages,
+            cursor_key="cursor",
+            extra_headers=extra_headers,
+        )
+
     async def settlement_estimate_by_asset_class(
         self, *, extra_headers: dict[str, str] | None = None
     ) -> GetSettlementEstimateByAssetClassResponse:
diff --git a/kalshi/resources/events.py b/kalshi/resources/events.py
index b16141e..4d77ee8 100644
--- a/kalshi/resources/events.py
+++ b/kalshi/resources/events.py
@@ -52,6 +52,7 @@ def _list_multivariate_events_params(
     *,
     series_ticker: str | None,
     collection_ticker: str | None,
+    tickers: builtins.list[str] | str | None,
     with_nested_markets: bool | None,
     limit: int | None,
     cursor: str | None,
@@ -60,6 +61,7 @@ def _list_multivariate_events_params(
     return _params(
         series_ticker=series_ticker,
         collection_ticker=collection_ticker,
+        tickers=_join_tickers(tickers),
         with_nested_markets=_bool_param(with_nested_markets),
         limit=limit,
         cursor=cursor,
@@ -150,6 +152,7 @@ def list_multivariate(
         *,
         series_ticker: str | None = None,
         collection_ticker: str | None = None,
+        tickers: builtins.list[str] | str | None = None,
         with_nested_markets: bool | None = None,
         limit: int | None = None,
         cursor: str | None = None,
@@ -158,6 +161,7 @@ def list_multivariate(
         params = _list_multivariate_events_params(
             series_ticker=series_ticker,
             collection_ticker=collection_ticker,
+            tickers=tickers,
             with_nested_markets=with_nested_markets,
             limit=limit,
             cursor=cursor,
@@ -171,6 +175,7 @@ def list_all_multivariate(
         *,
         series_ticker: str | None = None,
         collection_ticker: str | None = None,
+        tickers: builtins.list[str] | str | None = None,
         with_nested_markets: bool | None = None,
         limit: int | None = None,
         max_pages: int | None = None,
@@ -180,6 +185,7 @@ def list_all_multivariate(
         params = _list_multivariate_events_params(
             series_ticker=series_ticker,
             collection_ticker=collection_ticker,
+            tickers=tickers,
             with_nested_markets=with_nested_markets,
             limit=limit,
             cursor=None,
@@ -338,6 +344,7 @@ async def list_multivariate(
         *,
         series_ticker: str | None = None,
         collection_ticker: str | None = None,
+        tickers: builtins.list[str] | str | None = None,
         with_nested_markets: bool | None = None,
         limit: int | None = None,
         cursor: str | None = None,
@@ -346,6 +353,7 @@ async def list_multivariate(
         params = _list_multivariate_events_params(
             series_ticker=series_ticker,
             collection_ticker=collection_ticker,
+            tickers=tickers,
             with_nested_markets=with_nested_markets,
             limit=limit,
             cursor=cursor,
@@ -359,6 +367,7 @@ def list_all_multivariate(
         *,
         series_ticker: str | None = None,
         collection_ticker: str | None = None,
+        tickers: builtins.list[str] | str | None = None,
         with_nested_markets: bool | None = None,
         limit: int | None = None,
         max_pages: int | None = None,
@@ -368,6 +377,7 @@ def list_all_multivariate(
         params = _list_multivariate_events_params(
             series_ticker=series_ticker,
             collection_ticker=collection_ticker,
+            tickers=tickers,
             with_nested_markets=with_nested_markets,
             limit=limit,
             cursor=None,
diff --git a/specs/asyncapi.yaml b/specs/asyncapi.yaml
index f960eaa..fb7d322 100644
--- a/specs/asyncapi.yaml
+++ b/specs/asyncapi.yaml
@@ -500,29 +500,36 @@ channels:
 
       ## Commodities and underlying tickers
 
-      The reference table below includes spot metals, commodity futures, and indices. The gold and silver examples are only a subset of the feed coverage.
-
-      | Pyth feed ID | Pyth symbol | Description |
-      |--------------|-------------|-------------|
-      | 345 | `Metal.XAG/USD` | Silver price in USD |
-      | 346 | `Metal.XAU/USD` | Gold price in USD |
-      | 2937 | `Commodities.CCU6/USD` | Cocoa futures (Sept 2026) in USD |
-      | 3052 | `Commodities.COU6/USD` | Crude Oil futures (Sept 2026) in USD |
-      | 3053 | `Commodities.COZ6/USD` | Crude Oil futures (Dec 2026) in USD |
-      | 3080 | `Commodities.WHU6/USD` | Wheat futures (Sept 2026) in USD |
-      | 3081 | `Commodities.WHZ6/USD` | Wheat futures (Dec 2026) in USD |
-      | 3085 | `Commodities.SOU6/USD` | Soybeans futures (Sept 2026) in USD |
-      | 3086 | `Commodities.SOX6/USD` | Soybeans futures (Nov 2026) in USD |
-      | 3063 | `Commodities.Index.PYTHOIL/USD` | Blended Oil Index in USD |
-      | 3153 | `Metal.Index.GOLD/USD` | Blended Gold Index in USD |
-      | 3712 | `Metal.Index.1OZGOLD/USD` | 1-Ounce Gold Index in USD |
-      | 3154 | `Metal.Index.SILVER/USD` | Blended Silver Index in USD |
-      | 3045 | `Commodities.BRENTX6/USD` | Brent Crude futures (Nov 2026) in USD |
-      | 3525 | `Commodities.Index.CU/USD` | Copper Index in USD |
-      | 3265 | `Commodities.Index.NATGAS/USD` | Natural Gas Index in USD |
-      | 3446 | `Commodities.Index.BRENT/USD` | Blended Brent Crude Index in USD |
-      | 1781 | `Metal.XPT/USD` | Platinum price in USD |
-      | 1780 | `Metal.XPD/USD` | Palladium price in USD |
+      The reference table below lists the underlyings currently streaming in production: spot metals, metal and commodity indices, an equity index, and FX pairs. Index descriptions note Pyth's publishing schedule (24/7, 24/5, or 23/5); spot metals and FX pairs follow their market sessions.
+
+      | Pyth feed ID | Pyth symbol                     | Description                                             |
+      |--------------|---------------------------------|---------------------------------------------------------|
+      | 345          | `Metal.XAG/USD`                 | Silver price in USD                                     |
+      | 346          | `Metal.XAU/USD`                 | Gold price in USD                                       |
+      | 1780         | `Metal.XPD/USD`                 | Palladium price in USD                                  |
+      | 1781         | `Metal.XPT/USD`                 | Platinum price in USD                                   |
+      | 3153         | `Metal.Index.GOLD/USD`          | Blended Gold Index in USD (24/7)                        |
+      | 3712         | `Metal.Index.1OZGOLD/USD`       | 1-Ounce Gold Index in USD (24/7)                        |
+      | 3154         | `Metal.Index.SILVER/USD`        | Blended Silver Index in USD (24/7)                      |
+      | 3063         | `Commodities.Index.PYTHOIL/USD` | Blended Oil Index in USD (24/7)                         |
+      | 3707         | `Commodities.Index.WTI1M/USD`   | Constant 1-Month WTI Crude Index in USD (23/5)          |
+      | 3446         | `Commodities.Index.BRENT/USD`   | Blended Brent Crude Index in USD (24/7)                 |
+      | 3265         | `Commodities.Index.NATGAS/USD`  | Natural Gas Index in USD (24/7)                         |
+      | 3525         | `Commodities.Index.CU/USD`      | Copper Index in USD (24/7)                              |
+      | 3266         | `Commodities.Index.COPPER/USD`  | Copper Index in USD (23/5)                              |
+      | 3292         | `Equity.Index.US30/USD`         | US30 (Dow Jones Industrial Average) Index in USD (24/5) |
+      | 327          | `FX.EUR/USD`                    | Euro / US Dollar                                        |
+      | 333          | `FX.GBP/USD`                    | British Pound / US Dollar                               |
+      | 315          | `FX.AUD/USD`                    | Australian Dollar / US Dollar                           |
+      | 337          | `FX.NZD/USD`                    | New Zealand Dollar / US Dollar                          |
+      | 340          | `FX.USD/JPY`                    | US Dollar / Japanese Yen                                |
+      | 338          | `FX.USD/CAD`                    | US Dollar / Canadian Dollar                             |
+      | 339          | `FX.USD/CHF`                    | US Dollar / Swiss Franc                                 |
+      | 1514         | `FX.USD/NOK`                    | US Dollar / Norwegian Krone                             |
+      | 1517         | `FX.USD/SEK`                    | US Dollar / Swedish Krona                               |
+      | 341          | `FX.USD/MXN`                    | US Dollar / Mexican Peso                                |
+      | 1512         | `FX.USD/INR`                    | US Dollar / Indian Rupee (offshore spot)                |
+      | 1506         | `FX.USD/BRL`                    | US Dollar / Brazilian Real                              |
 
       Pass the exact **Pyth symbol** in `underlying_tickers`. The numeric Pyth feed IDs are reference information and are not subscription parameters for this channel. Kalshi market tickers are not Pyth underlying tickers.
 
diff --git a/specs/openapi.yaml b/specs/openapi.yaml
index 3ba64fa..d33ca5e 100644
--- a/specs/openapi.yaml
+++ b/specs/openapi.yaml
@@ -661,7 +661,7 @@ paths:
     get:
       operationId: GetMultivariateEvents
       summary: Get Multivariate Events
-      description: 'Retrieve multivariate (combo) events. These are dynamically created events from multivariate event collections. Supports filtering by series and collection ticker.'
+      description: 'Retrieve multivariate (combo) events. These are dynamically created events from multivariate event collections. Supports filtering by series ticker, collection ticker, or a comma-separated list of event tickers.'
       tags:
         - events
       parameters:
@@ -687,6 +687,7 @@ paths:
           description: Filter events by collection ticker. Returns only multivariate events belonging to the specified collection. Cannot be used together with series_ticker.
           schema:
             type: string
+        - $ref: '#/components/parameters/EventTickersQuery'
         - name: with_nested_markets
           in: query
           required: false
diff --git a/specs/perps_scm_openapi.yaml b/specs/perps_scm_openapi.yaml
index ec67301..8df4c62 100644
--- a/specs/perps_scm_openapi.yaml
+++ b/specs/perps_scm_openapi.yaml
@@ -141,6 +141,33 @@ paths:
         '404': { $ref: '#/components/responses/NotFoundError' }
         '500': { $ref: '#/components/responses/InternalServerError' }
 
+  /margin/obligations/{obligation_id}/corporate_action_payments:
+    get:
+      operationId: GetObligationCorporateActionPayments
+      summary: Get Obligation Corporate Action Payments
+      description: >-
+        Pages the cash and split corporate-action payments settled by one
+        obligation owned by the authenticated clearing member. The inline
+        corporate_action_payments array is capped at 1000 rows;
+        corporate_action_payments_truncated indicates when to use this endpoint
+        for the complete set. These rows explain amounts already included in
+        settlement PnL and must not be added to the obligation total again.
+      parameters:
+        - { name: obligation_id, in: path, required: true, schema: { type: string, format: uuid } }
+        - { name: limit, in: query, required: false, schema: { type: integer, default: 1000, maximum: 1000 }, description: Number of rows per page. }
+        - { name: cursor, in: query, required: false, schema: { type: string }, description: Opaque cursor from a previous response to fetch the next page. }
+      responses:
+        '200':
+          description: Successful response
+          content:
+            application/json:
+              schema: { $ref: '#/components/schemas/GetObligationCorporateActionPaymentsResponse' }
+        '400': { $ref: '#/components/responses/BadRequestError' }
+        '401': { $ref: '#/components/responses/UnauthorizedError' }
+        '403': { $ref: '#/components/responses/ForbiddenError' }
+        '404': { $ref: '#/components/responses/NotFoundError' }
+        '500': { $ref: '#/components/responses/InternalServerError' }
+
   /margin/obligations/{obligation_id}/maintenance_margin_details:
     get:
       operationId: GetObligationMaintenanceMarginDetails
@@ -210,7 +237,7 @@ paths:
         (https://www.ecfr.gov/current/title-17/chapter-I/part-15).
 
       parameters:
-        - { name: report_date, in: query, required: false, schema: { type: string, format: date }, description: ET settlement day to report, YYYY-MM-DD. Defaults to the most recent ET settlement day whose settlement window has closed. }
+        - { name: report_date, in: query, required: false, schema: { type: string, format: date }, description: "ET settlement day to report, YYYY-MM-DD. Defaults to the most recent ET settlement day whose settlement window has closed." }
       responses:
         '200':
           description: Successful response
@@ -345,7 +372,7 @@ paths:
 
       parameters:
         - { name: asset_class, in: query, required: true, schema: { $ref: '#/components/schemas/AssetClass' } }
-        - { name: settlement_time, in: query, required: true, schema: { type: string, format: date-time }, description: Settlement cycle time, RFC3339. }
+        - { name: settlement_time, in: query, required: true, schema: { type: string, format: date-time }, description: "Settlement cycle time, RFC3339." }
       responses:
         '200':
           description: Successful response
@@ -747,7 +774,7 @@ components:
     AssetClass:
       type: string
       # TODO(randy): add other enums once SCMs should be aware of other asset classes
-      enum: [Crypto]
+      enum: [Crypto, Equities, Metals, Indices, Energy]
       description: Asset class of the margin markets covered by this entry.
 
     ObligationInfo:
@@ -807,7 +834,7 @@ components:
         market_ticker: { type: string }
         subtrader_id: { type: string }
         position_quantity_fp: { type: string, description: "Signed position at settlement as a fixed-point contract count (e.g. \"1.25\")." }
-        pnl_centicents: { type: integer, format: int64, description: Total PnL for this market and subtrader over the settlement period, including the market's net funding (itemized per funding period in the entry's funding_payments). }
+        pnl_centicents: { type: integer, format: int64, description: "Total PnL for this market and subtrader over the settlement period, including the market's net funding (itemized per funding period in the entry's funding_payments)." }
         total_fees_centicents: { type: integer, format: int64, description: Total fees. }
         total_amount_centicents: { type: integer, format: int64, description: Total amount. }
 
@@ -828,7 +855,42 @@ components:
         funding_time: { type: string, format: date-time, description: The funding period this payment applies to. }
         position_quantity_fp: { type: string, description: "Signed position at funding time as a fixed-point contract count (e.g. \"1.25\")." }
         notional_value_centicents: { type: integer, format: int64, description: Signed notional value (position times mark price) the funding payment was computed from. }
-        funding_amount_centicents: { type: integer, format: int64, description: Signed funding amount; positive when received, negative when paid. }
+        funding_amount_centicents: { type: integer, format: int64, description: "Signed funding amount; positive when received, negative when paid." }
+
+    CorporateActionPaymentDetail:
+      type: object
+      description: Cash distributions and split adjustments already reflected in settlement PnL; these are not additional amounts to add to the obligation total.
+      required:
+        - id
+        - type
+        - ca_id
+        - market_id
+        - market_ticker
+        - asset_class
+        - subtrader_id
+        - position_quantity_fp
+        - post_position_quantity_fp
+        - payment_amount_centicents
+        - payment_time
+        - settlement_execution_time
+        - created_ts
+      properties:
+        id: { type: string }
+        type: { type: string, description: Corporate-action type. }
+        ca_id: { type: string, description: Identifier of the corporate action that generated this payment. }
+        market_id: { type: string, format: uuid }
+        market_ticker: { type: string }
+        asset_class: { $ref: '#/components/schemas/AssetClass' }
+        subtrader_id: { type: string }
+        position_quantity_fp: { type: string, description: Signed position before the action as a fixed-point contract count. }
+        post_position_quantity_fp: { type: string, description: Signed position after the action as a fixed-point contract count; unchanged for cash distributions. }
+        payment_amount_centicents: { type: integer, format: int64, description: Signed cash amount; positive when received and negative when paid. For splits this is cash in lieu and excludes position revaluation. }
+        payment_time: { type: string, format: date-time, nullable: true, description: Scheduled cash payment time; null for splits. }
+        settlement_execution_time: { type: string, format: date-time, description: Settlement cycle that carries this payment. }
+        pre_split_price_centicents: { type: integer, format: int64, description: Mark price before the split; omitted when not applicable. }
+        post_split_price_centicents: { type: integer, format: int64, description: Mark price after the split; omitted when not applicable. }
+        exchange_ts: { type: string, format: date-time, description: Exchange event timestamp when available. }
+        created_ts: { type: string, format: date-time, description: Time the payment row was created. }
 
     MaintenanceMarginDetail:
       type: object
@@ -848,7 +910,7 @@ components:
       allOf:
         - $ref: '#/components/schemas/ObligationInfo'
         - type: object
-          required: [receives, settlement_details, maintenance_margin_details, funding_payments]
+          required: [receives, settlement_details, maintenance_margin_details, funding_payments, corporate_action_payments]
           properties:
             receives:
               type: array
@@ -872,6 +934,13 @@ components:
               description: |
                 Per-market, per-subtrader, per-funding-period breakdown of the
                 funding payments settled by this obligation.
+            corporate_action_payments:
+              type: array
+              items: { $ref: '#/components/schemas/CorporateActionPaymentDetail' }
+              description: Cash and split corporate-action payments settled by this obligation, already reflected in settlement PnL. Empty when no corporate-action payments apply.
+            corporate_action_payments_truncated:
+              type: boolean
+              description: Set when corporate_action_payments was capped at the 1000-row inline limit; page the full set via /margin/obligations/{obligation_id}/corporate_action_payments.
             settlement_details_truncated:
               type: boolean
               description: Set when settlement_details was capped at the 1000-row inline limit; page the full set via /margin/obligations/{obligation_id}/settlement_details.
@@ -902,7 +971,7 @@ components:
             type: object
             properties:
               market_ticker: { type: string }
-              position: { type: integer, description: Signed contract count; positive long, negative short. Can be below the reportable threshold when exit_day is true. }
+              position: { type: integer, description: "Signed contract count; positive long, negative short. Can be below the reportable threshold when exit_day is true." }
               exit_day: { type: boolean, description: True when this row is included because the same market was reportable on the prior settlement day but is now below the reportable threshold. }
               reportable_threshold: { type: integer, format: int64, description: 'CFTC reporting level for this market, in contracts (17 CFR 15.03(b)). A position of at least this size in either direction is reportable.' }
     EstimatePortfolioMaintenanceMarginPosition:
@@ -910,7 +979,7 @@ components:
       required: [market_ticker, quantity, price]
       properties:
         market_ticker: { type: string, description: Market to include in the hypothetical portfolio. Must belong to the request's asset class. }
-        quantity: { type: integer, format: int64, description: Signed whole contract count; positive long, negative short. Must be non-zero. }
+        quantity: { type: integer, format: int64, description: "Signed whole contract count; positive long, negative short. Must be non-zero." }
         price: { type: string, description: 'Price of one contract in USD, to at most four decimal places (e.g. "6.8000"). Must be positive.' }
 
     EstimatePortfolioMaintenanceMarginRequest:
@@ -947,7 +1016,7 @@ components:
       type: object
       required: [market_tickers, returns]
       properties:
-        market_tickers: { type: array, items: { type: string }, description: Markets covered by the matrix, in column order. }
+        market_tickers: { type: array, items: { type: string }, description: "Markets covered by the matrix, in column order." }
         returns:
           type: array
           items: { type: array, items: { type: number, format: double } }
@@ -1022,6 +1091,17 @@ components:
           type: string
           description: Opaque cursor; pass as the `cursor` query param to fetch the next page. Absent when there are no more results.
 
+    GetObligationCorporateActionPaymentsResponse:
+      type: object
+      required: [corporate_action_payments]
+      properties:
+        corporate_action_payments:
+          type: array
+          items: { $ref: '#/components/schemas/CorporateActionPaymentDetail' }
+        cursor:
+          type: string
+          description: Opaque cursor; pass as the `cursor` query param to fetch the next page until it is absent. The final page may be empty.
+
     MemberFundingPayment:
       allOf:
         - $ref: '#/components/schemas/FundingPaymentDetail'
@@ -1062,7 +1142,7 @@ components:
         quantity_centicount: { type: integer, format: int64, description: Position quantity in centicounts. }
         variation_margin_centicents: { type: integer, format: int64, description: Variation margin for this market. }
         notional_value_centicents: { type: integer, format: int64, description: Notional value for this market. }
-        session_avg_price_fp: { type: string, description: Average entry price for the current settlement session, as a fixed-point dollar string. Omitted when the position quantity is zero. }
+        session_avg_price_fp: { type: string, description: "Average entry price for the current settlement session, as a fixed-point dollar string. Omitted when the position quantity is zero." }
 
     SettlementEstimate:
       type: object
diff --git a/tests/_contract_support.py b/tests/_contract_support.py
index 9d7c4ec..a81131e 100644
--- a/tests/_contract_support.py
+++ b/tests/_contract_support.py
@@ -1809,6 +1809,20 @@ class Exclusion:
         http_method="GET",
         path_template="/margin/obligations/{obligation_id}/funding_payments",
     ),
+    MethodEndpointEntry(
+        sdk_method=(
+            "kalshi.perps.klear.resources.margin.MarginResource.corporate_action_payments"
+        ),
+        http_method="GET",
+        path_template="/margin/obligations/{obligation_id}/corporate_action_payments",
+    ),
+    MethodEndpointEntry(
+        sdk_method=(
+            "kalshi.perps.klear.resources.margin.MarginResource.corporate_action_payments_all"
+        ),
+        http_method="GET",
+        path_template="/margin/obligations/{obligation_id}/corporate_action_payments",
+    ),
     MethodEndpointEntry(
         sdk_method=(
             "kalshi.perps.klear.resources.margin.MarginResource.settlement_estimate_by_asset_class"
@@ -2052,6 +2066,20 @@ class Exclusion:
         reason="client-side page cap, no wire counterpart",
         kind="client_only",
     ),
+    (
+        "kalshi.perps.klear.resources.margin.MarginResource.corporate_action_payments_all",
+        "cursor",
+    ): Exclusion(
+        reason="cursor consumed by _list_all paginator, not a caller kwarg",
+        kind="paginator_handled",
+    ),
+    (
+        "kalshi.perps.klear.resources.margin.MarginResource.corporate_action_payments_all",
+        "max_pages",
+    ): Exclusion(
+        reason="client-side page cap, no wire counterpart",
+        kind="client_only",
+    ),
     (
         "kalshi.perps.klear.resources.margin.MarginResource.settlement_balance_history_all",
         "cursor",
diff --git a/tests/perps/klear/test_margin.py b/tests/perps/klear/test_margin.py
index 5283434..3516597 100644
--- a/tests/perps/klear/test_margin.py
+++ b/tests/perps/klear/test_margin.py
@@ -106,6 +106,26 @@ def _funding_payment(**overrides: object) -> dict[str, object]:
     return base
 
 
+def _corporate_action_payment(**overrides: object) -> dict[str, object]:
+    base: dict[str, object] = {
+        "id": "cap1",
+        "type": "cash_dividend",
+        "ca_id": "ca-1",
+        "market_id": "00000000-0000-0000-0000-000000000001",
+        "market_ticker": "AAPL-PERP",
+        "asset_class": "Equities",
+        "subtrader_id": "st1",
+        "position_quantity_fp": "1.25",
+        "post_position_quantity_fp": "2.50",
+        "payment_amount_centicents": 400,
+        "payment_time": "2026-06-01T12:00:00Z",
+        "settlement_execution_time": "2026-06-01T16:00:00Z",
+        "created_ts": "2026-06-01T16:00:01Z",
+    }
+    base.update(overrides)
+    return base
+
+
 def _obligation(amount: int = -12345) -> dict[str, object]:
     return {
         "id": "ob1",
@@ -117,6 +137,7 @@ def _obligation(amount: int = -12345) -> dict[str, object]:
         "execution_time": "2026-06-01T00:00:00Z",
         "last_updated_ts": "2026-06-01T01:00:00Z",
         "asset_class": "Crypto",
+        "corporate_action_payments": [],
         "receives": [
             {
                 "id": "r1",
@@ -554,6 +575,127 @@ async def test_async_funding_payments(self, auth_async_klear_client: AsyncKlearC
         await auth_async_klear_client.close()
 
 
+# --------------------------------------------------------------------------- #
+# corporate_action_payments
+# --------------------------------------------------------------------------- #
+
+
+class TestCorporateActionPayments:
+    @respx.mock
+    def test_page_parses_payment(self, auth_klear_client: KlearClient) -> None:
+        route = respx.get(f"{BASE}/margin/obligations/ob1/corporate_action_payments").mock(
+            return_value=httpx.Response(
+                200,
+                json={
+                    "corporate_action_payments": [
+                        _corporate_action_payment(
+                            pre_split_price_centicents=68000,
+                            post_split_price_centicents=34000,
+                        )
+                    ],
+                    "cursor": "c1",
+                },
+            )
+        )
+        page = auth_klear_client.margin.corporate_action_payments("ob1", limit=10, cursor="prev")
+        row = page.items[0]
+        assert row.asset_class == "Equities"
+        assert row.position_quantity_fp == Decimal("1.25")
+        assert row.post_position_quantity_fp == Decimal("2.50")
+        assert row.payment_amount_centicents == 400
+        assert isinstance(row.payment_amount_centicents, int)
+        assert not isinstance(row.payment_amount_centicents, bool)
+        assert row.pre_split_price_centicents == 68000
+        assert row.post_split_price_centicents == 34000
+        assert row.payment_time is not None
+        assert row.payment_time.tzinfo is not None
+        assert page.cursor == "c1"
+        params = route.calls[0].request.url.params
+        assert params["limit"] == "10"
+        assert params["cursor"] == "prev"
+        auth_klear_client.close()
+
+    @respx.mock
+    def test_limit_over_max_raises_before_http(self, auth_klear_client: KlearClient) -> None:
+        route = respx.get(f"{BASE}/margin/obligations/ob1/corporate_action_payments").mock(
+            return_value=httpx.Response(200, json={"corporate_action_payments": []})
+        )
+        with pytest.raises(ValueError):
+            auth_klear_client.margin.corporate_action_payments("ob1", limit=1001)
+        assert not route.called
+        auth_klear_client.close()
+
+    def test_rejects_unknown_asset_class_and_missing_payments(self) -> None:
+        from kalshi.perps.klear.models.margin import CorporateActionPaymentDetail
+
+        with pytest.raises(ValidationError):
+            CorporateActionPaymentDetail.model_validate(
+                _corporate_action_payment(asset_class="FX")
+            )
+        payload = _obligation()
+        del payload["corporate_action_payments"]
+        with pytest.raises(ValidationError):
+            ObligationEntry.model_validate(payload)
+
+    @respx.mock
+    def test_null_payment_time_and_paginator(self, auth_klear_client: KlearClient) -> None:
+        respx.get(f"{BASE}/margin/obligations/ob1/corporate_action_payments").mock(
+            side_effect=[
+                httpx.Response(
+                    200,
+                    json={
+                        "corporate_action_payments": [
+                            _corporate_action_payment(payment_time=None, type="split")
+                        ],
+                        "cursor": "c1",
+                    },
+                ),
+                httpx.Response(200, json={"corporate_action_payments": []}),
+            ]
+        )
+        rows = list(auth_klear_client.margin.corporate_action_payments_all("ob1"))
+        assert len(rows) == 1
+        assert rows[0].payment_time is None
+        assert rows[0].type == "split"
+        assert rows[0].exchange_ts is None
+        assert rows[0].pre_split_price_centicents is None
+        auth_klear_client.close()
+
+    def test_obligation_new_asset_classes_and_truncated_flag(self) -> None:
+        bare = ObligationEntry.model_validate(_obligation())
+        assert bare.corporate_action_payments == []
+        assert bare.corporate_action_payments_truncated is None
+        nulled = _obligation() | {"corporate_action_payments": None}
+        assert ObligationEntry.model_validate(nulled).corporate_action_payments == []
+        for asset_class in ("Crypto", "Equities", "Metals", "Indices", "Energy"):
+            parsed = ObligationEntry.model_validate(
+                _obligation()
+                | {
+                    "asset_class": asset_class,
+                    "corporate_action_payments": [_corporate_action_payment(payment_time=None)],
+                    "corporate_action_payments_truncated": True,
+                }
+            )
+            assert parsed.asset_class == asset_class
+            assert parsed.corporate_action_payments_truncated is True
+            assert parsed.corporate_action_payments[0].payment_time is None
+        with pytest.raises(ValidationError):
+            ObligationEntry.model_validate(_obligation() | {"asset_class": "FX"})
+
+    @respx.mock
+    async def test_async_page(self, auth_async_klear_client: AsyncKlearClient) -> None:
+        respx.get(f"{BASE}/margin/obligations/ob1/corporate_action_payments").mock(
+            return_value=httpx.Response(
+                200,
+                json={"corporate_action_payments": [_corporate_action_payment(id="cap-async")]},
+            )
+        )
+        page = await auth_async_klear_client.margin.corporate_action_payments("ob1")
+        assert page.items[0].id == "cap-async"
+        assert page.items[0].payment_amount_centicents == 400
+        await auth_async_klear_client.close()
+
+
 # --------------------------------------------------------------------------- #
 # settlement_balance
 # --------------------------------------------------------------------------- #
@@ -1018,6 +1160,25 @@ def test_requires_args(self, auth_klear_client: KlearClient) -> None:
             auth_klear_client.margin.estimate_maintenance_margin()
         auth_klear_client.close()
 
+    def test_accepts_expanded_asset_class(self) -> None:
+        from kalshi.perps.klear.models.margin import (
+            EstimatePortfolioMaintenanceMarginPosition,
+            EstimatePortfolioMaintenanceMarginRequest,
+        )
+
+        position = EstimatePortfolioMaintenanceMarginPosition(
+            market_ticker="CL-PERP",
+            quantity=1,
+            price=Decimal("70.0000"),
+        )
+        request = EstimatePortfolioMaintenanceMarginRequest(
+            asset_class="Energy",
+            positions=[position],
+        )
+        assert request.asset_class == "Energy"
+        with pytest.raises(ValidationError):
+            EstimatePortfolioMaintenanceMarginRequest(asset_class="FX", positions=[position])
+
     @respx.mock
     @pytest.mark.asyncio
     async def test_async(self, auth_async_klear_client: AsyncKlearClient) -> None:
diff --git a/tests/test_events.py b/tests/test_events.py
index 3adf6c4..a996814 100644
--- a/tests/test_events.py
+++ b/tests/test_events.py
@@ -395,6 +395,43 @@ def test_list_all_multivariate(self, events: EventsResource) -> None:
         items = list(events.list_all_multivariate())
         assert len(items) == 2
 
+    @respx.mock
+    def test_list_multivariate_tickers_joined(self, events: EventsResource) -> None:
+        route = respx.get("https://test.kalshi.com/trade-api/v2/events/multivariate").mock(
+            return_value=httpx.Response(200, json={"events": [], "cursor": ""})
+        )
+        events.list_multivariate(tickers=["MVE-A", "MVE-B"])
+        assert route.calls[0].request.url.params["tickers"] == "MVE-A,MVE-B"
+
+    @respx.mock
+    def test_list_multivariate_tickers_rejects_bad_elements(self, events: EventsResource) -> None:
+        route = respx.get("https://test.kalshi.com/trade-api/v2/events/multivariate").mock(
+            return_value=httpx.Response(200, json={"events": [], "cursor": ""})
+        )
+        with pytest.raises(ValueError, match=r"tickers\[1\] is empty"):
+            events.list_multivariate(tickers=["MVE-A", ""])
+        with pytest.raises(ValueError, match="contains a comma"):
+            events.list_all_multivariate(tickers=["MVE-A,MVE-B"])
+        assert not route.called
+
+    @respx.mock
+    def test_list_multivariate_tickers_empty_omitted_string_passthrough(
+        self, events: EventsResource
+    ) -> None:
+        route = respx.get("https://test.kalshi.com/trade-api/v2/events/multivariate").mock(
+            return_value=httpx.Response(
+                200,
+                json={"events": [event_dict(event_ticker="MVE-1")], "cursor": ""},
+            )
+        )
+        events.list_multivariate(tickers=[])
+        assert "tickers" not in route.calls[0].request.url.params
+        events.list_multivariate(tickers="MVE-A,MVE-B")
+        assert route.calls[1].request.url.params["tickers"] == "MVE-A,MVE-B"
+        items = list(events.list_all_multivariate(tickers=["MVE-1"]))
+        assert [event.event_ticker for event in items] == ["MVE-1"]
+        assert route.calls[2].request.url.params["tickers"] == "MVE-1"
+
 
 class TestEventsListDriftFix:
     @respx.mock
@@ -528,6 +565,15 @@ async def test_list_all_multivariate(self, async_events: AsyncEventsResource) ->
         tickers = [e.event_ticker async for e in async_events.list_all_multivariate()]
         assert tickers == ["A", "B"]
 
+    @respx.mock
+    @pytest.mark.asyncio
+    async def test_list_multivariate_tickers(self, async_events: AsyncEventsResource) -> None:
+        route = respx.get("https://test.kalshi.com/trade-api/v2/events/multivariate").mock(
+            return_value=httpx.Response(200, json={"events": [], "cursor": ""})
+        )
+        await async_events.list_multivariate(tickers=["MVE-A", "MVE-B"])
+        assert route.calls[0].request.url.params["tickers"] == "MVE-A,MVE-B"
+
 
 class TestAsyncEventsFeeChanges:
     @respx.mock