
CWAN research insight: Are “alternatives” still alternative?
Explore the evolution of the alternatives market for insurers, drawing on CWAN’s proprietary database to reveal real-time allocation trends.
Resource center
Access the latest CWAN resources to level up your investment strategies.

Explore the evolution of the alternatives market for insurers, drawing on CWAN’s proprietary database to reveal real-time allocation trends.

The chart-busting growth of alternative assets over the past decade has prompted many asset managers to increase their allocations to a wide range of private credit, equity, real estate, and hedge fund strategies. Multiple surveys and reports, including our recent Rise of Alternatives analysis, have commented on this phenomenon. But few (if any) have had access to CWAN’s database of nearly 400 insurers representing $4.4 trillion in combined AUM (as of August 2025).

Investment operations have long been burdened by inefficiencies—teams tied up in manual reconciliations, tight monthly close deadlines, and stitching reports across systems. At the pace of today’s financial markets, these challenges aren’t just inconvenient—they’re costly in time and error risk. And markets aren’t slowing down.

Adopting a dynamic approach to cash management is a necessary step to better bottom lines. CWAN data suggests dozens, if not hundreds, of firms on our platform could achieve better portfolio performance by paying more attention to shifts in monetary policy and the bond market.
Clearwater Analytics’ NAIC Spring National Meeting Market Insight Paper. Discover the latest investment accounting updates from the NAIC’s Spring 2025 National Meeting.
How Corporate Treasurers Maximized Yields in a Shifting Interest Rate Landscape
Asset managers in Australia and New Zealand are becoming increasingly active and sophisticated, but providers have not kept pace.
See how Clearwater is simplifying alternative asset investing for Insurers in this live webinar.
In the corporate world, efficiency is key. This blog post delves into the specifics of how we developed an efficient, auto-scaling approach to our batch processes. We explore queue-based scaling, complications that can arise during implementation, and provide practical examples…
Assureurs : la gestion des fonds UC obéit à une logique de personnalisation et à une nécessité de traiter les informations en temps réel.
How Corporate Treasurers Maximized Yields in a Shifting Interest Rate Landscape
Many investors unknowingly miss out on recoveries, leaving significant value unclaimed. Watch the webinar to learn more.
We recently held a webinar with Barings on Maximizing the Yield Potential: Insurers & the Future of Portfolio Finance. This started me thinking about a trend I’ve been seeing for the last couple of years