GoT Theories and spoilers here. So read no further if you don't want to discuss GoT stuff.
I get this feeling that Jaqen H'ghar and Syrio are the same person. It seems that a faceless man would not be captured unless he wanted to be. So I feel that Syrio who has taken an interest in Arya became Jaqen and captured so that he could keep an eye on her.
Thoughts?