Operational and Organizational Information Rokos Capital Management (US) LP (“RCM US” or “we”) is an investment advisory firm specializing in investment management for private investment funds. RCM US was formed in September 2019. Rokos Capital Management (HK) Limited (“RCM HK” and together with RCM US, “RCM”, “we” or the “firm”), a private company limited by shares in Hong Kong, is licensed with the Securities and Futures Commission of Hong Kong to provide discretionary asset management services. RCM HK was formed in December 2021. The ultimate principal owner of RCM is Mr. Christopher Rokos. Mr. Rokos is also the ultimate owner of Rokos Capital Management (Jersey) LP (“RCM Jersey”) which serves as a manager to certain of our Clients, and Rokos Capital Management LLP (“RCM LLP”) which acts as investment manager to certain of our Clients. RCM Jersey, acting as manager of certain of our Clients, has delegated authority to RCM LLP. RCM LLP has delegated responsibility for certain portfolio management activities to each of RCM US and RCM HK under sub-advisory arrangements. In addition, RCM US provides certain investment advisory services to other Clients. RCM LLP is registered with the SEC as an investment adviser. In this document the “RCM Entities” means each of RCM US, RCM Jersey, RCM LLP and RCM HK. RCM LLP has delegated responsibility for certain portfolio management activities to each of RCM US and RCM HK in relation to pooled investment vehicles, including but not limited to Rokos Global Macro Master Fund LP and its feeder funds (“Clients”) managed by RCM Jersey and investment managed by RCM LLP. Our firm provides certain sub-advisory services in relation to these Clients. RCM US also serves as the investment manager of certain pooled investment vehicles, such as RCM

Private Markets Master Fund LP and its feeder funds (“Directly Advised Clients”). For purposes of this brochure, “Clients” and “our Clients” refers to the Clients in connection with our sub-advisory arrangement with RCM LLP and to the Directly Advised Clients managed by RCM US. Types of Advisory Services Offered We offer investment advisory services to our Clients. We tailor our investment advisory services to the investment objectives of each Client. These objectives are described in the offering documentation for our private investment fund Clients. We manage the assets of each Client in accordance with the terms of the documents governing our relationship with the applicable Client. The RCM Entities provide investment advice directly to the Clients and not individually to the Clients’ investors. Wrap Fee Programs Our firm does not participate in wrap fee programs. Regulatory Assets Under Management As of December 31, 2023, RCM US and RCM HK manage $20,131,325,520 of regulatory assets under management for our Clients on a discretionary basis. Regulatory assets under management for the purposes of this Form ADV are calculated as the regulatory assets under management of the Directly Advised Clients and, the portion of the assets of Clients over which we have discretion under the sub- advisory arrangements between each of RCM US and RCM HK and RCM LLP. While much of this brochure applies to all of our Clients, certain information applies to specific Clients only. Please closely review the applicable governing documents with respect to, among other things, the terms, conditions and risks of investing in a particular Client. This brochure should not be construed as an offer or a solicitation of an offer to purchase an interest in our Clients.