is my excessive lying friend mentally ill some way?

Strange Q here I wanted advice on a friend who lies to the extent its annoying and insulting yet I like his company otherwise but am wondering if he's off mentally to say such outlandish lies and expect people to take them seriously.

Over the course of about 9 months of knowing him I have gotten to learn the following about him... please note how ridicilous these claims are yet he expects me and others to believe him. These are EXACTLY what claims he's said below...

So he's 28 and...

1: was once a millionaire because of a computer repair company he owned but lost all his fortune during the financial crash of 2008

2: he was considered one of the best jet fighter pilots in the world during his stint in the airforce (yet does not know a single thing about jets he claimed to had flown)

3: his father is ex-special forces (he's actually a dentist and always was a dentist)

4: his whole family knew Donald Trump personally before he became president

5: he was once a respected and feared kickboxing champion in his state after learning it for only two years but gave it up because of a leg injury

6: he's been with so many girls they must number well into the thousands by now


I like him as a person apart from this garbage he spews but otherwise we have similar interests and get along great I just don't know if I should confront him on these lies as I feel my intelligence is being insulted everytime he says one and I can't help but question his sanity. Is he delusional?