The Mariners fell behind early when a Steven Schumacher free kick put the hosts ahead with just four minutes on the clock, and they were unable to recover, with Jobi McAnuff doubling Stevenage’s lead just after the hour to seal the three points for the Hertfordshire side.
Speaking straight after the game, he said: "I'm a big believer on doing the basics well - win your headers, win your tackles, be organised. The thought the lead up to the first goal, everyone will talk about a great execution, but the lead up to that was disappointing.
"And the second goal was just pure comedy, but I certainly wasn't laughing.
"We are a team in transition, to go to that next level, takes some doing. That's what we are trying to do.
"This group will be fine. We will be fine in this league. We won't have to look over our shoulder, I can pretty much guarantee that.
"But for us to be successful and go where we want to be, you've got to change the mentality, you've got to change the environment. We are in the process of that."
Marcus has confirmed that James McKeown has handed in a transfer request.
He said: "Yes he has. It's disappointing because we wanted competition all over the place, but I've got total respect for James McKeown. It's disappointing because he's under contract for this season and next and was part of our plans for wanting to be successful."
The manager also confirmed that the club have received a fourth bid from an unnamed club for Omar Bogle.
We have had one club in for Omar, and we have just rejected their fourth offer.
"Omar is not for sale. We have rejected the offer 100 per cent.
"At this moment in time, one club has had four valuations, and we can't even come to the table for any negotiations.
"His valuation is what people are prepared to pay for him. And if we did agree to the fourth offer, I wouldn't want to go out in Grimsby.
"Omar is a goalscorer, and I've had him for three years so I know what it takes for him to move on to the next level.
"It's more than about scoring goals. There's more to it than that. I think he's been effected by the speculation, and he's only human."
Watch all of the post match interview.