Washington (CNN) - President Barack Obama spared few from his zingers at Saturday's White House Correspondents' Dinner - including himself.

He stepped to the podium as DJ Khaled's "All I Do Is Win" played as an introduction and told the audience, "Rush Limbaugh warned you about this - second term, baby."

His advisers were "a little worried about the new rap entrance music," and suggested that he kick off his speech with jokes at his own expense to "take himself down a peg." But, the president responded, "after 4½ years, how many pegs are there left?"