After last season's spell on-loan with Borussia Monchengladbach, it was expected the defender would be on the move again this summer.
But yesterday, Pellegrini stated: "This squad is the one I want to go through the season with.
"I do not expect players to leave us."
Gladbach chief Max Eberl has said in recent days: "We decided not to bring Reece Oxford back."
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