After doing well at Ajax and Bayern Munich, the Moroccan player joined the Premier League club for €15 million, with an extra €5 million possible in add-ons.
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And because the 27-year-old had played for top teams in the Netherlands and Germany, it has been a shock for him to adjust to a team struggling in the lower half of the English topflight.
"Am I hurting? Of course, I am," Mazraoui told reporters.
"I come from clubs where I'm not used to losing, I will never get used to losing whereever I am as well as here.
"It's a painful moment but life is sometimes painful and you just have to go through it."