Little Bo Peep has lost her sheep and didn't know where to find them.
I find it easier to work with re-wordings instead of questions (also I think some questions don't indicate true parsings, but that's another issue), so here's what I can think of. Some of these have been said already, so apologies for the duplications:
1. At the time in the past which we are discussing, Mary possessed a small sheep.
2. Mary used to possess a small sheep but no longer possesses a lamb.
3. Mary used to possess a small sheep, but now the sheep (which she still possesses) is no longer small.
4. Mary consumed a small portion of lamb for dinner.
5. Mary consumed an entire lamb (but a small one) for dinner.
6. Mary's CD collection had a couple of albums by the band Lamb. (Technically this is more than one parsing, as there is more than one band called Lamb).
7. Mary had sexual relations with a small sheep.
8. The piece of bread Mary had at the Eastern Orthodox communion was small.
9. One of our sheep, named Mary, gave birth.
... and then some
Any new births on your farm lately?
Did that pregnant sheep of yours pull through all right?
Doesn't Mary still keep livestock on her place?
So what, exactly, were the indecent liberties for which Mary was indicted?