Source : Webster's Revised Unabridged Dictionary (1913)

Filly \Fil"ly\, n.; pl. {Fillies}. [Cf. Icel. fylia, fr. foli
   foal. See {Foal}.]
   1. (Zo["o]l.) A female foal or colt; a young mare. Cf.
      {Colt}, {Foal}.

            Neighing in likeness of a filly foal. --Shak.

   2. A lively, spirited young girl. [Colloq.] --Addison.

Source : WordNet®

filly
     n : a young female horse under the age of four