Plural of 'agha,' a Turkish or Ottoman title for a military commander, official, or man of rank.
From Turkish 'ağa,' from Old Turkic meaning 'master' or 'lord.' The word entered English through Ottoman military and administrative contact, and became familiar through colonial-era literature and history.
The word 'agha' is so useful that English borrowed it wholesale—unlike most foreign titles that get translated ('king,' 'prince'), 'agha' stayed because it described a specifically Ottoman role that English didn't have a single word for.
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