The Collaborative International Dictionary of English v.0.48:

Filly \Fil"ly\, n.; pl. Fillies. [Cf. Icel. fylia, fr. foli
   foal. See Foal.]
   1. (Zool.) A female foal or colt; a young mare. Cf. Colt,
      Foal.
      [1913 Webster]

            Neighing in likeness of a filly foal. --Shak.
      [1913 Webster]

   2. A lively, spirited young girl. [Colloq.] --Addison.
      [1913 Webster]

WordNet (r) 3.0 (2006):

filly
    n 1: a young female horse under the age of four

Moby Thesaurus II by Grady Ward, 1.0:

97 Moby Thesaurus words for "filly":
   Houyhnhnm, Partlet, babe, baby, biddy, bitch, bossy, broad,
   brood mare, charger, chick, colleen, colt, courser, cow, critter,
   cutie, dame, damoiselle, damsel, demoiselle, dobbin, doe, doll,
   entire, entire horse, equine, ewe, ewe lamb, foal, frail, gal,
   gelding, girl, girlie, guinea hen, gyp, heifer, hen, hind, horse,
   hoyden, jenny, jeune fille, jill, junior miss, lass, lassie,
   lioness, little missy, mademoiselle, maid, maiden, mare, miss,
   missy, mount, nag, nanny, nanny goat, nymphet, peahen, piece,
   prancer, roe, romp, schoolgirl, schoolmaid, schoolmiss, she-bear,
   she-goat, she-lion, skirt, slip, slut, sow, stallion, steed, stud,
   studhorse, subdeb, subdebutante, subteen, subteener, tarpan,
   teenybopper, tigress, tomato, tomboy, top horse, virgin, vixen,
   war-horse, wench, wild horse, young creature, young thing