That rumor was started by The Hill.
Not True
Bloomberg: "During an event in Cleveland on Friday, Trump hinted at the prospect of funding an outside group against Cruz in the future. “Maybe I’ll set up a super-PAC if he decides to run,” Trump said of Cruz. Turning to his running mate Mike Pence he asked rhetorically, “Are you allowed to set up a super-PAC…if you are the president, to fight someone?”
Looks true to me.