So naturally Dave, recognizing the cognitive dissonance, paused in his prepared remarks and said, “no, realli ... I’m series. Nailed ‘em all ...” but no, he didn’t. Makes no nevermind, though - the audience would have only laughed louder.
I've seen two clips. The shorter one started when Dave said, "So, what was the creepy thing I did?" and explains that he had sex with staffers who worked for him. I think that might be the most often played part.
The longer clip gave more explanation about the extortion, and starts well before the admission. During that clip, at some point he did ask, "Why are you people laughing?" but he didn't come off as serious.