Pellegrini shrugged off their two controversial goals in the first-half.
He said: "I think it was a very different game, the first 45 minutes from the second one.
"In the first 45 minutes we didn't play well. We didn't recover the ball against a team that plays very well, has a lot of possession and has very good technical players.
"But in our worst moment, we scored three goals and I don't remember many clear chances for Southampton, only an unnecessary penalty.
"We finished the first half 3-1 and maybe that wasn't the difference between the two teams but in the second half we arranged all the problems we had. We played very well."
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