Updated

This is a rush transcript from "On the Record," March 21, 2016. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: More threats against Donald Trump's family. The FBI and Secret Service are now investigating both threats. A threatening letter was sent to Donald Trump's sister, Judge Marianne Trump Berry. She's a federal judge at Philadelphia and received the note -- the threat on Friday and this coming just one day after a similar letter with suspicious white powder was sent to Donald Trump's, son Eric Trump.

Eric Trump goes "On the Record" for the first time since receiving that threat. Good evening, Eric.

ERIC TRUMP, DONALD TRUMP'S SON: Hey, Greta. How are you?

VAN SUSTEREN: Good. Well, unfortunately, this seems to be part of the business, these horrible threats. Tell me, what happened?

TRUMP: Well, It's unfortunate, right? You always have a bunch of black jobs out there and this was one case for you we had exactly that. But you know, we got a, you know, couple of threatening letters. And I guess -- listen, I think you said it best, right? It's almost come -- you know, come to be expected in a process like this and my father is really -- there's tremendous energy around him. There's tremendous passion. He has really started a movement. And listen, I guess there are some other people on the other side that don't feel so passionate about it. But you know, he has done something incredible, and you know -- listen, I think people are lashing out.

VAN SUSTEREN: So this was reported there was powder in it and was it your wife who opened it?

E. TRUMP: Yes. It was my wife that opened it. It was a letter, a nice little death threat, and obviously, you know, powder in there, and the authorities did a great job. And the cops and the police and the FBI in this country are so great. They are such unbelievable people. And they did an amazing job and everything was fine, but it's that. It just comes with the territory when you are going through a process like this.

VAN SUSTEREN: Well I assume that there -- they checked to see who did it. Any word on whether not they have a suspect?

TRUMP: Yes. Well nothing yet -- nothing yet. They are investigating and they will find the person and then they are investigating and they will find it. But.

VAN SUSTEREN: All right. Well, the powder in that itself was a threat. What did the letter say that was threatening?

E. TRUMP: Yes. Effectively, it was, you know, get out of the race, otherwise something bad is going to happen except for (inaudible). Listen. There is a lot people, Greta. We've seen this our whole life. There are a lot of people who are crazy. You know, we're a known family. This kind of thing happens. It's unfortunate. I don't love with my wife obviously. It's unfortunate. But this kind of thing happened. And my father is resonating. I mean you see the passion when -- at these rallies, you see the passion across the board. You see the voter turnout. You're going to have people on the other side who will lash out to win and that's exactly what happened.

VAN SUSTEREN: What do you know about the letter to your aunt who is a federal judge in Philadelphia?

E. TRUMP: Yes. Well, I know how much I shouldn't even be talking about it but roughly the same -- I mean roughly the same, same general message. And, again, you know, a family, especially a family as visible as us, you know, we've been out there, you know this. I have been on the show a hundred times supporting my father. He is the greatest man in the entire world. I love him to death. That's why I do this. You know, but we've been by his side and we've been very, very visible. And so naturally, it comes with the territory.

VAN SUSTEREN: One last question, it seems that the same person sent both of them. I mean is there -- does the writing look the same or was the message the same?

E. TRUMP: Yes. Very much did. It very, very much did. It probably was the same person.

VAN SUSTEREN: Al right. So anyway, your father just spoke at AIPAC. Did you have a chance to watch it?

E. TRUMP: He did an amazing job. Honestly, the standing ovations in there, I mean it was -- I was incredibly proud of him. The Twitter feedback was amazing. We had Rollins was just on the show on Fox Business. I was just watching him talking about it and he is giving him such an amazing craze. My father knocked it out on the park tonight, and I can't tell you how many friends I just had, Jewish friends, who were in the business. Your father was so incredible. I mean he really solidified the Jewish vote tonight. It was --- I think it was a great night for my father.

VAN SUSTEREN: He talked in one line at the end. It was us -- because we had a copy of the embargoed speech ahead of time because we give it when -- a lot of -- I mean a lot of the politicians do that and the president does that as well -- give us his speech ahead of time and embargo it. He said that his daughter may be having a Jewish baby any second. And now, it's been about 20 minutes to half an hour. Do you have any update on that at all?

E. TRUMP: That means she must have just had it, Greta. You know, maybe you guys know something I don't. You know, Ivanka --- you know Ivanka is very close to being due and she is amazing and she is Jewish, and in fact, her husband, they're married, myself and my wife. And you know, it's a big part of the family. So you know, my father is speaking from a place for he's got Jewish family members, and you know, it's a big part of our lives in a certain way.

VAN SUSTEREN: So, there is no baby right now? You could say -- so there is no baby? We can get off the baby watch for at least the evening.

E. TRUMP: Unless I just got an e-mail that I don't know about because my phone is about 5-feet away from me. But no, I think we're probably off baby watch for the evening, but you'll just never know.

VAN SUSTEREN: How is your father going to do in Arizona and Utah?

E. TRUMP: He's been amazing. I mean Arizona is a state where his just been knocking it out of the park in terms of the polls. People love him and he has had so many incredible endorsements there. Every time he goes he is speaking in front of 30,000, 40,000, 50,000 people. You know, so what's the -- I t think we're going to have a great day tomorrow. Obviously, Arizona is winner-takes-all and I really I think we have the state. You know, I'm keeping my fingers crossed, but I think we're going to do tremendously there tomorrow.

VAN SUSTEREN: Have you done the math to see if you'll get to 1,237 before the convention because there is an awful lot of, you know, noise going on about whether this is going to be contested -- not a brokered but a contested convention come this summer?

E. TRUMP: Well, you know, the story that hasn't been told is we're really coming back to our area in the country, right -- our place, and we've done so well thus far. But now, we're coming back to New York. Ted Cruz isn't winning New York after -- he's saying that New York values time . He is not just doing it. He's not winning New Jersey. He's not winning Connecticut. And they we're really coming back here. California, we're doing great in the polls in California. My father spent a tremendous amount of time out there. We have a lot of property out there. I mean, it is a state he knows incredibly well. He is doing amazing in California. And then across the board, we have many states that are really -- we have a great advantage in and I think we're going to do great in them, Greta. I mean, I really think we're coming into our territory now.

VAN SUSTEREN: It sort of -- well, it's sort of interesting because now -- I mean at least yesterday -- at least it seems he has been -- in the last day or so he has now released his foreign policy team. This was more of a policy speech. We've been hearing a lot of -- he's been taking questions more about the polls and the numbers. So, we -- there seems to be at least for the last 18 hours a little shift in the strategy.

E. TRUMP: Yeah. I think that's right. I think more and more he is focusing on Hillary because I think that's going to be his adversary. We have to -- as a party, we have to start focusing on her. She is likely going to be the person we have to start focusing on her. We got to put the nonsense behind us. We got to go. I think we are going to get to the 1,237. I'm really confident that we're going to get to the 1,237. I think we're going to do tremendously in the upcoming states. Pennsylvania is one that I didn't mention before, but we're doing so well in Pennsylvania and the state that we know very well. We have to as a party start turning our attention to Hillary. You know -- otherwise, you know, we're not doing well again. So we have to start turning our attention to Hillary.

VAN SUSTEREN: Is the party gonna -- I mean there seems to be a lot of rupture in the party and almost some people say that now they don't want -- that don't want that pledge that they all signed. Do you worry that if your father does get the nomination he not just going to get the unified party so there isn't a third party candidate come November?

E. TRUMP: I think he will actually do a great job unifying the party and I think the party is actually coming around. He thinks the party sees a clear path for him. Kasich doesn't have a path. Cruz quite frankly has very little of the path. I think Cruz would need 90 percent of the remaining delegates going into the states like New York, which we're going to win and states like Pennsylvania, Connecticut and all these other ones. He would need 90 percent of the delegates effectively to get to that 1,237 number. It's not going to happen. It's just not going to happen. My father has a clear path there. I think we're going to go -- I think we're going to get to that 1,237 and I think we're going to run against Hillary and I can't wait until we do. My father is going to do such unbelievable job against her. We're going to win this thing. I mean we're just going to win this thing.

VAN SUSTEREN: Eric, thank you for joining us, and tell your sister I said - son or what, I mean as soon the baby is born, congratulations. It may be premature to say it now. Anyway, Eric, thank you.

E. TRUMP: Thank you, Greta. We will keep you updated.