WATCH: CNN's Brooke Baldwin utterly baffled over Trump's fear of Mexican mountain climbers

The former acting director of the U.S. Immigration and Customs Enforcement was at a loss to explain President Donald Trump's claim that Mexican "professional mountain climbers" were infiltrating the country.

President Trump made the comments while touring proto-types for his signature border wall, which he campaigned on being financed by Mexico.

"When you hear the president say that, the Mexicans are professional mountain climbers," Baldwin began, before a long pause with an exaggerated eye-roll. "What?"

"I think what was more disturbing to me is that somehow a wall will stop drugs from coming in this country," John Sandweg, the former acting director of Immigration and Customs Enforcement responded.

Sandweg concluded, "that money could be better spent elsewhere."

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