make (something) up out of whole cloth
To fabricate something entirely fictional or utterly false and not based on reality at all. A reference to tailors who would falsely advertise garments being made "out of whole cloth," when, in reality, they were pieced together from different cuts. To be honest, I don't believe a word he says—it sounds like he made it up out of whole cloth to me.
make something up out of whole cloth
Fig. to fabricate a story or a lie. That's a lie. You just made that up out of whole cloth. That's a lie. You just made up that story out of whole cloth.