ParticleSystem parented to object parented to Humanoid hand is jagging when ROTATING only.

Hello everyone, I have a problem with a Particle System that is parented to an object that is parented to a humanoid's hand. When moving the character at any speed in any direction, the visual origin of the ParticleSystem always stays dead on center.

But when rotating the character, the ParticleSystem "lags" behind, like its position is updated at a slower timestep.

I have no scripts that affect the ParticleSystem, I had an IK script for the character but I turned that off to see if it was the cause.
I disabled IK Pass on every layer in the characters Animator Controller for the same reason. The jagging stays.

I created 3 empty GameObjects.
Nr1 is rotating constantly by a script.
Nr2 is parented to Nr1 with x = 0.5 so it moves a distance constantly.
Nr3 is parented to Nr1 with x = 1.
I created a new ParticleSystem and parented it to Nr1 with x = 1 and then to Nr3 centered.
No lagging.

The simulation space is Local, so it should never derive from the parent position at all. Does anyone know what is causing this?

Edit: Particle Systems seem to be totally bugged when parented to a bone-animated object. I tried deparenting and reparenting at multiple hierarchy levels of the object and suddenly the ParticleSystem stays at a local y-offset to the character, no matter what height the hand bone (parent) is moved to, the system renders at a height offset of about 0.5 units from the root bone.

I also strongly believe this "bug" is noticable since Unity 5. I remember not having this kind of problem with Unity 4.6 where the new UI was introduced.