Adjective Pronouns partake of the nature of adjectives and pronouns and are subdivided as follows:
Demonstrative Adjective Pronouns which directly point out the person or object. They are this, that with their plurals these, those, and yon, same and selfsame .
Distributive Adjective Pronouns used distributively. They are each, every, either, neither.
Indefinite Adjective Pronouns used more or less indefinitely. They are any, all, few, some, several , one, other, another, none.
Possessive Adjective Pronouns denoting possession. They are my, thy, his, her, its, our, your, their
http://www.fltagrammar.com/category/part-of-speech/pronoun/
What is a compound relative, including both the antecedent and the relative and is equivalent to that which; as, I did what he desired, i. e. I did that which he desired. What as a relative pronoun is always neuter.
