McKinsey, known as one of the world's most influential consulting firms, has another business line that hasn't been talked about much until recently – a little known investment arm called McKinsey Investment Office (MIO).

MIO has total assets of $9.5 billion, in which roughly $5 billion are partner investments (past and present), and the rest is invested on the behalf of the McKinsey group pension plan FT reports. What the FT also found was MIO uses sophisticated proprietary trading strategies and external hedge fund and private equity managers, and has even seeded some of the funds with its own capital. Most interestingly, the flagship offering of the fund called Compass Special Situations, has made money for 24 of the past 25 years, only suffering a loss during the 2008 financial crisis. In 2014, the fund returned 14% compared to the average 3% average for hedge funds during that year.

So to summarize, an influential consulting firm that advises some of the world's largest companies on strategic questions such as M&A and restructuring has an internal investment arm with $9.5 billion in assets that hasn't lost money more than once in 25 years. Now that's Steve Cohen type performance right there.

"Given the size of the internal investment fund, it raises the question of whether there's a conflict of interest here between McKinsey's investment strategy and its clients' needs" said Fiona Czerniawska, director of Source Global Research.

Do you think? Let's take a look.

MIO is overseen by a 12-member board of the consultant's most senior partners and advisers, and the partners do not disclose their work at the fund in their corporate biographies, and are not named on MIO's website. MIO says the board delegates investment decisions to the division's management, adding that it had "a rigorous policy to avoid conflicts of interest" – yes, such as having board oversight including those that have direct financial ties to the performance of the fund, and who are also advising firms in all types of industries during their day job – that type of rigor.

In its fund documents, FT reports that MIO said it was permitted to make investments in the securities of companies for which McKinsey acted as a consultant. One disclosure stated: "MIO's parent, McKinsey, is an internationally recognised consulting firm that has a variety of business engagements with numerous issuers of securities" and that MIO's funds were "not required to refrain from investing in such issuers."

So the board has direct ties to both the businesses it advises, and to the investment fund, and the fund isn't "required to refrain" from trading on the advice given to clients on the consulting side. Got it. MIO says that it's regulated by US and UK authorities though, so that should make everyone feel better.

How about feedback the fund gets from its alumni who are in major roles, and presumably have direct interest in how the fund performs – surely no information is given back to the fund through those channels right? Remember Rajat Gupta, the one who just was released from prison for insider trading – one-time managing director.

Here are other notable alumni that certainly refrain from any wrongdoing.

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"McKinsey prides itself on Chinese Walls and ethical self control. In the absence of regulation, we are left to trust management consultants, their clients and the elite groups they connect to regulate themselves" said Andrew Sturdy, of the University of Bristol. Ah yes, the Chinese Wall theory – surely that is preventing any and all insider trading from taking place here.

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