New York ? Mayor Michael Bloomberg revealed during his first sit-down interview on David Letterman’s “Late Show” that he thinks being governor is a “terrible job” and said he’s not embarrassed to be ranked the 10th richest person in the nation.

The billionaire mayor said he prefers being mayor because mayors can interact more with their constituents and “the state is so spread out.”

Bloomberg, a Democrat-turned-Republican-turned-independent, last week endorsed Democrat Andrew Cuomo in New York’s gubernatorial race.

During the 15-minute “Late Show” appearance, Letterman also teased Bloomberg about how his city has recently closed parts of Broadway in midtown Manhattan to create pedestrian plazas. Letterman called them “petting zoos.”

Before Bloomberg went onstage at the start of the segment, a tree was partially blocking the camera and people were sipping coffee at small tables on the set, mocking the patio furniture that the Bloomberg administration installed in the Broadway pedestrian plazas in Times Square and Herald Square.

From behind the camera, Letterman was informed that “during the commercial break, Mayor Bloomberg installed a pedestrian plaza.”