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8/4/2022
Bill Greenberg
President & CEO, Two Harbors
Our performance has also moved around commensurately with that. I hesitate to give one number because it's been both higher than this and lower than this. But as of the end of July, we were up around 1.5% in book value.
Unknown Analyst
Analyst
Great. And then, so I guess based on that, do you still see the return environment as relatively consistent with what that outlook slide has?
Bill Greenberg
President & CEO, Two Harbors
Yeah. Generally, within the bounds of the volatility that we see on a daily basis, I do. I still see, well, in certain ways, I think the higher coupons are certainly still consistent with what we show, both on the ZV and OS graph earlier in the presentation, as well as the returns that are on page 16. The low coupons have tightened a lot, as you've probably noticed. and they look closer to what they did at the end of March, I'd say.
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