Although I agree with everything that Mitchell Porter wrote in his
nice answer, I would like to add a few remarks.
With supersymmetry, there are equal numbers of bosonic and fermionic degrees of freedom for each type of field.
Prior to electroweak symmetry breaking, in the simplest supersymmetric models (e.g., the so-called MSSM), the Higgs scalars have $8$ real degrees of freedom. There must be (at least) two Higgs-doublets in supersymmetric models.
After electroweak symmetry breaking, there are indeed $5$ Higgs bosons ($h$, $H$, $A$, $H^\pm$), as you correctly write. The missing $3$ degrees of freedom are eaten by the $W^\pm$ and the $Z$-bosons, when they acquire masses.
There are $4$ higgsinos, labeled by their charge and by whether their scalar superpartner helps give mass to up-type or down-type quarks: $\tilde h_u^0$, $\tilde h_d^0$, $\tilde h_u^+$, $\tilde h_d^-$. Each higgsino has $2$ degrees of freedom - so in total higgsinos have $4\times2=8$ degrees of freedom, matching those of the Higgs scalars.
Nobody has observed direct evidence for higgsinos, or any other supersymmetric particle. Though there are strong theoretical hints and indirect evidence for their existence.
That is not the end of the story. The higgsinos mix with fermions with identical quantum numbers. The neutral higgsinos mix with the photino and zino, resulting in four neutral particles called neutralinos, and labeled $\chi_{i=1,2,3,4}^0$, where $\chi_1^0$ is the lightest neutralino etc. Similarly, the charged higgsinos mix with the charged wino, forming two charginos, $\chi_{i=1,2}^\pm$.