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Jonathan Loflin Benedicte Gravrand, Opalesque Geneva for New Managers:

The managers of Mariner Group’s derivatives relative value fund describe the opportunity set they see in the derivatives market.

In December 2013, Mariner Investment Group named Jonathan Loflin, formerly a senior portfolio manager and partner of BlueMountain Capital, to run a global derivatives relative-value portfolio on the Mariner Incubation Platform, a multi-strategy mandate launched more than two years ago, which usually seeds with $50m-$100m. The strategy is co-managed with Dr. Benn Eifert, an economist who met Loflin when they were both working at Wells Fargo/Overland.

Relative value managers focused on derivatives usually take simultaneous long and short positions in derivatives.

The U.S.-domiciled strategy, named Mariner Coria RV and launched in early 2014, capitalizes on Loflin’s experience in structuring, analyzing, and managing portfolios of derivative securities at banks and hedge funds since 1999. It identifies and seeks to exploit recurring dislocations in derivatives markets caused by structural flows from end-users.

"At a high level, Marine......................

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