Preet Bharara said he refused to resign when asked to do so last month to make sure the record reflected that President Donald Trump changed his mind and decided to fire him as U.S. Attorney for the Southern District of New York.

Speaking at Cooper Union Thursday evening in his first public speech since March 11 when he departed the U.S. Attorney’s office in Manhattan, he said he did not know the reason for Attorney General Jeff Sessions’ resignation demand and Trump’s decision to force him out.