He likely used the help of some software. I attempted doing this in FL Studio using the native VST Newtone.
Steps:
1. Drag the WAV/MP3 file of the speech's audio into FL Studio.
2. Open the audio in Newtone.
3. Click the "Send to Piano Roll/Copy to midi clipboard" button.
4. Choose a Bass Instrument for the notes to be played on OR if you really want, you can clean up the midi note sequence (delete the
strange unneccessary notes etc) and learn to play it on a real.
bass/piano/instrument.
5. DONE!
I was going to include the audio demo that I made for this, but I don't think Stack Exchange will let me upload it.
If you want to do this without using technology/software, I can't help you much, other than saying to listen VERY carefully.
PROS of using software: Fast and Easy (takes less than 5 minutes if you have the software already set up)
CONS of using software: Need a half-decent quality recording and you may have to sift through the midi sequence output fixing up some spots. (The software is a little too precise sometimes)
EDIT:
Just to explain what Newtone is:
Basically it is similar to the famous Autotune. It takes an audio sample, analyzes it, and lets you move each note around or convert to midi, etc..
Instead of using the software with a singer, this uses the same software with a speech.
Hope some of this was helpful.