"Nobody even knows what it is, and she didn't know what it was," the GOP presidential nominee told CNN's Anderson Cooper when asked if he was embracing the alt-right movement.

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"This is a term that was just given," Trump continued. "There's no alt-right or alt-left. All that I'm embracing is common sense."

Cooper pointed to new Trump campaign chief Steve Bannon's comments to Mother Jones last month describing Breitbart, where he then worked as an executive, as "the platform for the alt-right."

"I don't know what Steve said. I can only speak for myself," Trump responded.

Trump's response to Clinton's speech linking him to the alt-right movement echoes that of his campaign manager, Kellyanne Conway, who argued earlier Thursday that she was " confounded " by Clinton's attack.

The Democratic nominee in a speech in Reno, Nev., on Thursday highlighted Trump's hire of Bannon, his campaign's chief executive, as proof that the alt-right movement had polluted Trump's campaign and the Republican Party.

Alternative Right was the name of a website set up by "identitarian" Richard Spencer in 2010. The term has been embraced by those opposed to immigration, multiculturalism and globalism.

"Race-baiting ideas, anti-Muslim and anti-immigrant ideas — all key tenets making up an emerging racist ideology known as the ‘alt-right,'" Clinton said Thursday in prepared remarks.