Girls from Madrid, say, modified assertion (9)

I believe the answer is:

senoritas

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'girls from madrid' is the definition.
The definition and answer can be both people as well as being plural nouns.
Maybe there's a link between them I don't understand?

'modified assertion' is the wordplay.
'modified' indicates an anagram.
'assertion' with letters rearranged gives 'SENORITAS'.

'say' acts as a link.

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I've seen this clue in The Guardian.

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