The European Insurance and Occupational Pensions Authority published its second occasional research paper of 2025 examining how European Economic Area insurers invest in mutual funds experiencing large outflows. The paper finds insurers act as contrarian traders by stepping in to buy when other investors sell, which can dampen run dynamics in open-ended funds that may be vulnerable to liquidity stress. Using security-level regulatory data alongside fund-level net inflow information, the analysis shows a significant share of insurers’ purchases is concentrated in funds affiliated with them, and these insurance-backed funds exhibit lower volatility and lower flow-performance sensitivity than peers. The paper also links insurers’ willingness to provide inflows to their own financial health, with better-capitalised insurers more likely to act as backstops, and suggests this stabilising effect could weaken in severe systemic stress if insurers themselves come under pressure.