They have what?
( They ( ( have what ) ? ) )
(ROOT (S (NP (PRP They)) (VP (VBP have) (NP (WP what))) (. ?)))
Do they have that?
( ( ( Do they ) ( have that ) ) ? )
(ROOT (SQ (VBP Do) (NP (PRP they)) (VP (VB have) (NP (DT that))) (. ?)))