These are brushes made from watercolor paper. You can make your own or you might can find some already made online.
To make your own...
Search the net fro any suitable
watercolor paper texture that you like.
Open the texture in Ps.
Create a duplicate and turn off the original.
De saturate the duplicate.
Use Image>adjustments>shadows/Highlights to adjust the contrast.
Select an area of the texture and use the Pen Tool or the Brush Tool or any of the shape tools to create the shape you desire.
I think the shapes in your example were drawn with Brush Tool. You may have to make a template and then use the the Command/Control + click the templates layers thumbnail to make a selection.
Then go back and highlight your desaturated duplicate layer.
Next, hit Command/Control + J to copy the selection to it's own layer. Hit Command/Control + D to deselect.
Turn off all other layers.
Use your Rectangular Marquis Tool to make a tight selection around your newly created shape (that has a watercolor paper texture to it now).
Go to Edit>Define brush preset>Give your brush a name.
All that's left to do is change the new brushes color, size, opacity, orientation,.........and so on.
Then you repeat the entire for the next brush shape.
It's really easier than it sounds!
If you have any questions, don't hesitate to ask.
