She thought she could do anything.
- At least, she thought that.
- At least, that was what she thought.
Is the meaning of the two phrases the same?
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They mean the same thing, in that a her past thought was 'x'. "was what she thought" and "she thought" can have different connotations though.
"Was what she thought" I believe would be past perfect tense, and implies her thought might have changed since then.
"She thought" is simple past tense and does not imply that her thought has changed since then.