Starting around 2011 or so, Donald Trump began to get a lot of attention on the looney racist right in the US by becoming one of the leading advocates of birtherism, the claim that Barack Obama was born in Kenya rather than Hawaii. Of course, Obamam's father was born in Kenya.
Now, curiously, Trump is at it again, although now involving his own family. He has taken to claiming that his father was born in Germany. His father's father was born there apparently, with the name "Drumpf." But by all accounts I know of, Trump's own father was born in The Bronx in New York City. It seems he is playing a reverse form of birtherism here, although it may be an effort to assert a stronger connection to the erstwhile "Master Race" of the Nazi movement.
Of course, it may also be that this is simply part of a more general mental breakdown, given the rather large number of either blazingly false or just blazingly stupid things he has been coming out with in the last several weeks.