Mermaids (Merling Queen's)
The Mermaids are four attendants of the Merling Queen, a courtesan in Braavos. The Mermaids are young maidens in the blush of their first flowering, and the Merling Queen is never seen without her Mermaids to hold her train and do her hair.
One of the Mermaids drowned at some point.
A Dance with Dragons
Arya Stark informs the kindly man that the Merling Queen has chosen a new Mermaid to take the place of the one that drowned. The new one is the daughter of a Prestayn serving maid, thirteen and penniless. The kindly man considers that they are all lovely, at the beginning.