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This is a rush transcript from "The Kelly File," October 20, 2016. This copy may not be in its final form and may be updated.

MEGYN KELLY, HOST: Breaking tonight, just 24 hours after the final presidential debate, Hillary Clinton and Donald Trump are once again coming face to face, this time in New York City at a charity dinner that is supposed to be light hearted and fun. But in a campaign that has broken all of the rules it is unclear what exactly is going to happen tonight.

Welcome to "The Kelly File," everyone. I'm Megyn Kelly.

We expect the presidential hopefuls to speak any moment now. This is the warm-up act here. It's Al Smith IV. And when the candidates come out we're going to bring it to you live. We're going to get to Al Smith IV in a moment too.

Tonight, just to set the scene, it's a little strained in more ways than one. First, Hillary Clinton, Donald Trump just sitting one person apart with Cardinal Dolan serving as the only buffer and the lord is there as well. Second, Mrs. Clinton's campaign has come under fire for leaked remarks about Catholics. Awkward.

In fact, Cardinal Dolan himself has called Mrs. Clinton to distance herself from the comments made by people in her campaign. So far she hasn't. Mr. Trump has done some things that are not approved by the Catholic Church.  He's expected to start any moment now. He'll go first. Let's take a listen to the intros.

(DONALD TRUMP SPEAKS AT 71ST ANNUAL ALFRED E. SMITH MEMORIAL FOUNDATION DINNER)

KELLY: An extraordinary event that we watched right there. The history of the Al Smith Dinner is the two candidates trying to turn the page on what is normally an acrimonious season, especially so this time around.

And typically, you'll see -- we'll get back to them in just one second.  Let's just -- let's turn that sound down so they can listen to one person.  But, typically, it's a sort of self-deprecating presentation and the humor is at one's own expense. And what we saw there was a little bit of that which some great lines.

You got to hand it to Trump, the stuff about Melania, how the media is so biased, Michelle Obama gives a great speech and they love it, and then Melania gives the exact same speech and gets a different reaction. It was funny.

But then, wow, you know, there's a saying at another dinner in Washington, singe don't burn. And there will be questions tonight about whether this one burn because he went after how corrupt she is, she was kickoff the Watergate commission. He was booed. She's taken a number of villages, playing up the title of her book, including in Haiti. She's forgotten most of us will ever know and so on to an unreceptive crowd and obviously some judgment going on behind Donald Trump as he offered those remarks.

That's -- it's just an unusual sight for how it normally goes down. It doesn't mean it's right or wrong, it's just not consistent with what we've seen at some others more recently. And then you could see Hillary sort of hobnobbing with Cardinal Dolan as Trump said her she is in public pretending not to hate Catholics.

We're going to take Hillary when she speaks but I want to bring in for quick reaction Katrina Pierson who's a Trump campaign national spokesperson, Robert Zimmerman, a Democratic strategist and Clinton supporter.

ROBERT ZIMMERMAN, DEMOCRATIC STRATEGIST: Good evening.

KELLY: Let me start with you on, Robert. I mean, these things, it's always fun to make fun of your opponent. That's expected.

ZIMMERMAN: Sure.

KELLY: What did you think of how this went down?

ZIMMERMAN: Wow. I'll tell you the truth. This is one of the great national traditions and a great New York tradition, the Al Smith Dinner in honor of the late Governor Al Smith, the first Catholic to in fact be nominated for president. But the humor is always self-deprecating, it's light-hearted towards your opponent, and it's always with a great degree of warmth. Regrettably here, I think Donald Trump, I don't know if he hired Andrew Dice Clay's writers for his -- OK.

KELLY: OK. Sorry, Robert.

ZIMMERMAN: He missed the mark.

KELLY: Sorry to interrupt you but here comes Hillary. Let's take a listen to what she does in what's been an acrimonious campaign on both sides.

(HILLARY CLINTON SPEAKS AT 71ST ANNUAL ALFRED E. SMITH MEMORIAL FOUNDATION DINNER)

KELLY: And she did it, too. I mean really, that's what we're left with. She went after him just as hard. Somebody just tweeted out, these speeches are a lot more deprecating and a lot less self-deprecating than we normally see. I want to bring in Katrina Pierson and Robert Zimmerman. Katrina, you tell me. I mean, they were both -- I think we're in the burns territory as opposed to the singe.

KATRINA PIERSON, TRUMP CAMPAIGN NATIONAL SPOKESPERSON: Well, I guess it's my turn to say, wow. She spent her time attacking Donald Trump and not being self-deprecating. Look, we are in the middle of a campaign, a very contentious one, one where the stakes are extremely high. Mr. Trump definitely was funny. He was his usual charming, funny, entertaining self but he was also going to make clear, as he pointed out in the room, Megyn, that her biggest supporters, NBC, CNN, they were all there, and he was just getting the message out that they refused to.

KELLY: Robert, were you a little disappointed that she went to the cutting place. She had an opportunity to carve out some high ground there and she arguably gave it away.

ZIMMERMAN: Come on, Megyn. If you saw the response from the audience, if you heard her words talking about a sense of unity overcoming bigotry and fear...

KELLY: That was after...

ZIMMERMAN: Excuse me Megyn.

KELLY: ...that was after she said Donald Trump is healthy as a horse, like the one Vladimir Putin rides around on.

ZIMMERMAN: She also threw quite a few shots at herself. It's quite a few that also made a lot of jokes at her own expense.

KELLY: So did he. He made jokes at his own expense too.

ZIMMERMAN: The point is, Megyn -- the point is, Megyn, the public can decide for themselves just what they think. I think when all is said and done this is not a Democrat or Republican debate. I think she rose above partisanship. I think she showed really great grace in the tradition of Ronald Reagan or her husband President Clinton at the time, certainly Barack Obama. I think she showed great grace and style.

KELLY: All right, standby. I'm not saying good-bye to you. I'm standing you by because I want to bring in also former Romney campaign strategist Stuart Stevens is here and Trump national security adviser, former Michigan Congressman Pete Hoekstra. Thank you all for being here. So Congressman Hoekstra, let's start with you and your thoughts on whether these two got this -- the tone of this event right.

PETE HOEKSTRA, FORMER MICHIGAN CONGRESSMAN: Well I have the unfortunate position of only having heard Hillary Clinton's remarks. I did not hear Donald Trump's remarks. I thought Hillary had gone to the gridiron dinner and you're right. You singe but you don't burn. She singed, she burned. I've never been to this dinner so, you know, I really can't relate. The bottomline is, these are not the issues that Americans care about right now. They care about the economy, national security and those types of things.

KELLY: But it speaks to what we've seen, Stuart Stevens, in this campaign, which is just this unrelenting ability of these two to just make us feel bad. Am I wrong?

STUART STEVENS, FORMER MITT ROMNEY CAMPAIGN STRATEGIST: Well, I think politics at our best makes us feel bigger and better and there hasn't been a lot of that this year. You know, look, I thought that Obama and Romney were funnier four years ago. But in the grand scheme of things, you know, it's a great event. They're there to raise money. I don't think it's going to matter one way or the other.

KELLY: Four years ago, I think it was four as opposed to eight, Barack Obama got up there and said my mother gave me the name of Barack. My middle name came from someone who never expected me to run for president. Those kinds of self-deprecating jokes tend to land at these things, but I'll tell you what I saw on twitter, Katrina, which was some people going off on Donald Trump saying he's bombing, a ghost writer is being thrown off of the high floor of Trump Tower right now, yikes! This is an unmitigated disaster, and she got up and what started a pop up was that she was rude, Rudy Giuliani was glaring at her and that she was borderline vicious in her comments. So where does that leave us?

PIERSON: Well I think it leaves us going into the finish line of a presidential campaign. And you know, to -- it's astounding to me how we hear that Hillary Clinton was talking about unity and bringing people together but then again, Megyn, this is one of her public speeches, not one of her private speeches which we all know now that she has disdain for many Americans, particularly those who don't support her and those who were in the room that were Catholic.

KELLY: But for those who didn't see the beginning of the program and that's when Donald Trump spoke, we've got a little sound bite to give you a flavor of what happened, watch.

(BEGIN VIDEO CLIP)

TRUMP: We've learned so much from WikiLeaks. For example, Hillary believes it's vital to deceive the people by having one public policy and a totally different policy in private. That's okay. I don't know who they're angry at, Hillary, you or I. For example, here she is tonight in public pretending not to hate Catholics. Now some of you haven't noticed, Hillary isn't laughing as much as the rest of us. That's because she knows the jokes. And all of the jokes were given to her in advance of the dinner by Donna Brazile.

(END VIDEO CLIP)

KELLY: Pete Hoekstra, you tell me whether some of the reaction in that room was the result of a mainstream media that really doesn't like Donald Trump and they don't want to see him win and they don't find him funny, period.

HOEKSTRA: Well, they don't find him funny. They've been -- over the last year, they've been firmly committed to making sure that Donald Trump will not be president. And what they keep on missing is that Donald Trump has tapped into the frustrations of the American people. They cannot relate to it because they live and operate in a city that has not seen a recession or a downsizing in 30 years. They live in their own bubble.

STEVENS: Congressman, have you been to that dinner? Have you ever attended that dinner congressman? If you didn't, how would you know the audience? How would you know the audience? And the reality is instead of just resorting to those partisan and very inappropriate clich,' about the Al Smith dinner, which is one of the great traditions of our country and supports so many important worthy charities that diocese (inaudible). I think you ought to be more respectful of the audience and understand very simply Donald Trump's jokes just weren't funny. It didn't work.

KELLY: Go ahead Congressman.

HOEKSTRA: It's time to get off of the high horse here. The question that I was asked was by Megyn Kelly saying do you think part of this is brought on by the media who is in the room who are primarily again from the introduction that I had was that these are folks that are part of this group of the media that are opposed to Donald Trump. This has nothing about the Al Smith dinner or those types of things.

STEVENS: Those were the people in the room congressman.

KELLY: All right, let me stand you by because I want to ask you Stewart Stevens, what you thought whether -- because there was a point in during Trump's remarks where people were wondering whether this is not becoming a political matter. I mean, is this sort of oozing over into a place where this could affect people's impressions of these candidates. But what's still ringing in everybody's ears is what happened at last night's debate. You heard several people made jokes or comments about Trump not going to accept the results of the election necessarily. I haven't gotten a chance to get your take on what happened last night.

STEVENS: You know, in my grubby (ph) vote getting perspective, I think debates should be about audiences you're trying to reach that you need voters segments to get the vote for you. The biggest group that Donald Trump needs is women. And I think last night was sort of a disaster for him on that front.

The nasty woman comment is just something that we've never heard before in a debate. And there was no targeted effort that he made to really come to grips with what has come out about his past and what has been said and what he said. So you know, I thought it was actually his worst debate in that regard.

KELLY: Really? Well, we'll see. We'll see where the needle gets moved. I mean, Trump did speak to the woman issue and offered a lengthy defense of it. It's just a question of whether people find it persuasive. I got to run. It's great to see all of you. Thanks for being here.

UNIDENTIFIED MALE: Great to be with you.

KELLY: Also ahead tonight, a big campaign controversy that you heard referenced in that Trump joke that's getting a serious second look after our heated interview with the chairwoman of the Democratic National Committee last night, Donna Brazile. Up next, Sheriff David Clarke and Richard Fowler are here on the followup.

(BEGIN VIDEO CLIP)

KELLY: When did you get it?

DONNA BRAZILE, DEMOCRATIC NATIONAL COMMITTEE ACTING CHAIRWOMAN: You know, as a Christian woman I understand persecution but I will not sit here and be persecuted because your information is totally false. What you are saying to the American people...

KELLY: I'm getting them from Podesta's emails.

BRAZILLE: Well, Podesta's emails were stolen. You're so interested in talking about stolen materials...

KELLY: So you deny it?

(END VIDEO CLIP)

(COMMERCIAL BREAK)

(BEGIN VIDEO CLIP)

TRUMP: It was just learned that Hillary Clinton was given the exact questions to a previous debate, word for word by Donna Brazile. She should resign. How can a woman do that? That is cheating at the highest level.

(END VIDEO CLIP)

KELLY: That was Donald Trump earlier today calling for Democratic National Committee acting chairwoman Donna Brazile to step down over allegations that she leaked a town hall debate question. The town hall was hosted by CNN and TV One, that she leaked it to Hillary Clinton.

This controversy taking on new life after Mrs. Brazile appeared on "The Kelly File" last night and we pressed her to explain why she appears to have sent this email to the Clinton campaign the day before the town hall writing, "From time to time I get the debate questions in advance, I get the questions in advance," and then provided the campaign with the exact question that one of the debate moderators, Roland Martin, submitted to CNN producers the very next day. Here's some of my interaction with Donna Brazile last night about how she came into possession of that question in the first place.

(BEGIN VIDEO CLIP)

KELLY: Where did you get it?

BRAZILE: First of all, what information are you providing to me that will allow me to see what you're talking about? Everybody...

KELLY: You got the WikiLeaks release of March 12th. Where did you get it?

BRAZILE: You know as a Christian woman I understand persecution but I will not sit here and be persecuted because your information is totally false. What you are saying to the American people...

KELLY: I'm getting it from Podesta's email.

BRAZILE: Well, Podesta's emails were stolen. You're so interested in talking about stolen material...

KELLY: So you deny it?

BRAZILE: You're like a thief that wants to bring into the night the things that you found that was in the gutter.

KELLY: Jack Tapper came out and said this is unethical, that's your own colleague at CNN. It's not Megyn Kelly. Who gave you that question?

BRAZILE: Megyn, once again, I've said it and I've said it on the record and I'll say it on the record and keep saying it on the record. I am not going to try to validate falsified information.

KELLY: Your email to the Clinton camp said sometimes I receive the questions in advance.

BRAZILE: Ma'am, you know -- you know what...

KELLY: And CNN is saying Roland Martin gave them to you or someone at TV One and they were provided to Hillary before that town hall.

BRAZILE: Well, anybody who knows me, and a number of your colleagues as well, they know me very well. I know how to play it. CNN has never provided me with questions absolutely ever.

KELLY: But when you said, from time to time I get the questions in advance, what were you referring to? Because in that email you offered the exact question that one of the moderators, Roland Martin, then proposed the next day.

BRAZILE: So my reference back to you, ma'am, with all respect, and I respect you greatly...

KELLY: And I respect you too.

BRAZILE: The validity of those emails, if I can only tell you one thing, because as you know this whole episode is under criminal investigation. But I can just tell you one thing. A lot of those emails I would not give them the time of day. I've seen so many doctored emails.

KELLY: Okay.

(END VIDEO CLIP)

KELLY: Joining us now with more Sheriff David Clarke, sheriff of Milwaukee County Wisconsin and Richard Fowler who's a Fox News contributor and senior fellow at the New Leaders Council. Great to see you both.

RICHARD FOWLER, FOX NEWS CONTRIBUTOR: Good evening, Megyn.

KELLY: So just so the viewers understand what happened, she appears to have sent a question at a CNN/TV One town hall to Clinton's camp the day before the town hall. The very next day, Roland Martin submitted the exact question to CNN producers appearing to say, hey, this is a question I'm going to ask. By the time he got out to the town hall, it was that question, changed a little bit. It was exactly the same substance just shortened. And Sheriff Clarke, she wants us to believe it's all fake.

DAVID CLARKE, MILWAUKEE SHERIFF: Well, Megyn, you had her cornered. You know, I've interrogated a lot of people in my 38 years in law enforcement and what I saw was a classic guilt. You know, she attacked you, attacked the message, said the emails were false. Look, everybody is wound up a little too tight right now. You know, I watched the speeches at the dinner tonight. What did people expect? You know, we're in the final weeks of this campaign. It's going to be a slug fest.

I said that before. People don't like that analogy but it is. And this is not going to be a white glove affair. I expect people running for the White House to want to fight for that position. So, I'm not really unnerved by all of this stuff and this is what it's going to be like. And it might even get worse over the next 20 days. But this is what politics has become whether we like it or not. I'm not saying I like it. I wish it was something else but the reality is it's not any longer and this is what we're going to have to put up with.

KELLY: But Richard, if the vice chair of the DNC gave a town hall question during the primaries -- she didn't give it to Bernie Sanders. She gave it to Hillary. If she did that, that's a gross breech of ethics on her part, is it not?

FOWLER: Well, there are two things Megyn. Number one, we're not sure if she gave a question to Bernie Sanders or not because Bernie Sanders emails weren't hacked by the Russians via Julian Assange. And we got some breaking news tonight from "Politico..." KELLY: Also, let's stick to what we appear to know. She gave it to Clinton's campaign chairman -- inappropriate?

FOWLER: But Megyn, that's what makes this -- that's what makes this story so problematic. (Inaudible) problematic is that Julian Assange is living in the basement of Ecuador...

KELLY: Stop. Stop. Just stop.

FOWLER: ...with the Russians committing espionage against the American people.

KELLY: Would you just stop. We talked about that about hundred times. The question here is whether the vice chair of the DNC gave a town hall question to a presidential candidate in advance of the town hall.

FOWLER: Right. But we're not sure if she gave one to Bernie Sanders. We really don't know and that's what makes this story problematic.

KELLY: That was just an analogy, Richard. The point -- if she gave either one of them that question, Richard, it was a gross breach of ethics. You don't agree?

FOWLER: Wait a minute -- wait a minute -- wait a minute. Number one, Donna Brazile is not a journalist. So, if we're going to blame anybody here, we blame the journalist who turned other the question.

KELLY: She's the vice chairman of the DNC. You don't abuse your relationship with CNN where she was a contributor.

FOWLER: Well, she didn't get it from CNN. We know that already. Jake Tapper (inaudible) gave it to her.

KELLY: But she appears to have gotten it according to Jake Tapper from Roland Martin or somebody at TV One. To submit the...

FOWLER: So that means that a journalist violated their journalistic integrity and you think to be throwing Donna Brazile under the bus.

KELLY: I don't know what you call Roland Martin. I like Roland Martin. I don't know you'd call him a journalist or not, but you wouldn't even concede that giving her -- that her giving Hillary's camp the debate question is unethical?

FOWLER: What I would concede is that these emails for gained illegally and the sheriff is a law and order guy. He agrees that what we know is that Julian Assange is an enemy of America. He's an enemy...

KELLY: You're undermining your own credibility. When you see a breach of ethics, you call it out. You call it out whether it's your side or the other side. Sheriff I'll give you the last word.

CLARKE: Megyn, its classic guilty behavior. They want to defect, they want to attack the messenger. They will not address...

FOWLER: We should attack Julian Assange.

KELLY: Let him finish. Go ahead sheriff.

CLARKE: Hold on sir. They will not address the question that you asked and like I said, this is classic guilty behavior.

KELLY: Guys, you know, it's like this has been a perfect show, it's encapsulated the entire 2016 campaign. You go in all excited, think you'll be entertained and you wind up feeling like you need a shower.

FOWLER: It's a (inaudible) Megyn.

KELLY: But I love you guys, so thank you for being here. And we're taking the audience thoughts now at facebook.com/thekellyfile, on twitter @megynkelly. Sean is up next. Thanks for watching everyone.

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