Expectation Maximization (EM) is among the most popular algorithms for maximum likelihood estimation, but it is generally only guaranteed to find its stationary points of the log-likelihood objective. The goal of this article is to present theoretical and empirical evidence that over-parameterization can help EM avoid spurious local optima in the log-likelihood. We consider the problem of estimating the mean vectors of a Gaussian mixture model in a scenario where the mixing weights are known. Our study shows that the global behavior of EM, when one uses an over-parameterized model in which the mixing weights are treated as unknown, is better than that when one uses the (correct) model with the mixing weights fixed to the known values. For symmetric Gaussians mixtures with two components, we prove that introducing the (statistically redundant) weight parameters enables EM to find the global maximizer of the log-likelihood starting from almost any initial mean parameters, whereas EM without this over-parameterization may very often fail. For other Gaussian mixtures, we provide empirical evidence that shows similar behavior. Our results corroborate the value of over-parameterization in solving non-convex optimization problems, previously observed in other domains.