Alec Baldwin returned last night with the latest comedy skit on Donald Trump, portraying Trump’s first press conference since winning the election.

“I’d like to start by answering the question that’s on everyone’s mind: Yes, this is real life. This is really happening,” said Baldwin.

“Trump” also boasted about the incredible talent that would be appearing at his inauguration: “3 Doors Down, Jackie Whats-Her-Face, and the one Rockette with the least money in her savings.”

He then allowed the press to ask questions, with the first concerning the “big Russian pee-pee party.”

“I am not talking about the pee-pee, because it didn’t happen, and it wasn’t as cool as it sounds,” he said.

Baldwin as Trump also took questions about health care – including a promise to replace Obamacare with something better called the “Affordable Care Act.”

Baldwin has been portraying Trump in almost every SNL episode since the election. The actor got in a Twitter fight with the President-elect, who, among other things, said the show was “unwatchable” and “not funny.”

You can watch SNL’s segment here: