Sophie turned toward the teddy bear, lifted his paw, and exclaimed,  She wants a lollipop to hold in her hand! 
( ( Sophie ( ( ( ( ( ( turned ( toward ( the ( teddy bear ) ) ) ) , ) ( lifted ( his paw ) ) ) , ) and ) exclaimed ) ) ( , ( She ( ( wants ( a ( lollipop ( to ( hold ( in ( her hand ) ) ) ) ) ) ) ! ) ) ) )
(ROOT (S (S (NP (NNP Sophie)) (VP (VP (VBD turned) (PP (IN toward) (NP (DT the) (JJ teddy) (NN bear)))) (, ,) (VP (VBD lifted) (NP (PRP$ his) (NN paw))) (, ,) (CC and) (VP (VBD exclaimed)))) (, ,) (NP (PRP She)) (VP (VBZ wants) (NP (DT a) (NN lollipop) (S (VP (TO to) (VP (VB hold) (PP (IN in) (NP (PRP$ her) (NN hand)))))))) (. !)))
The teddy bear was holding a lollipop so Sophie asked for one too.
( ( The ( teddy bear ) ) ( ( was ( ( holding ( a lollipop ) ) ( so ( Sophie ( asked ( for ( one too ) ) ) ) ) ) ) . ) )
(ROOT (S (NP (DT The) (JJ teddy) (NN bear)) (VP (VBD was) (VP (VBG holding) (NP (DT a) (NN lollipop)) (SBAR (IN so) (S (NP (NNP Sophie)) (VP (VBD asked) (PP (IN for) (NP (CD one) (RB too)))))))) (. .)))