The Argentine says teammates are enjoying Pellegrini's management.
Aguero said: "Every manager is different, and with Manuel what he does is he talks a lot to all of us and treats every player the same.
"This is important. He says things to motivate us and that's good.
"I'm pleased as it's the first trophy for Manuel. We adapted quite quickly to his way of playing and I'm pleased as he's given us a lot of guidance."
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