The former Valencia defender has turned last season's loan into a permanent transfer.
"I had problems with Valencia and I heard that Milan were looking for a defender," he told Calcio 2000.
"I didn't know about any other clubs that may have been interested. For me, I just wanted to sign for Milan - and that's what happened.
"Mexes helped me in the early days, but I have to say that everyone has been really helpful.
"I found more than just a team here - it's a family."
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