E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
The four Marys. Mary Beaton (or Bethune), Mary Livingston (or Leuson), Mary Fleming (or Flemyng), and Mary Seaton (or Seyton); called the Queens Marys, that is, the ladies of the same age as Mary, afterwards Queen of Scots, and her companions. Mary Carmichael was not one of the four, although introduced in the well-known ballad.