The short answer (as revealed by DNA analysis) is: they were Italian (Romans).

European Eastern Jews are the largest and most investigated community, yet their history is only known since their appearance in the 9th century. Where did these Jews come from? It seems that they came to Germany and France from Italy.

There were Europeans probably of Roman descent who converted to Judaism at the times when Judaism was the first monotheistic religion that spread in the ancient world. Conversion to Judaism was apparently common in Rome in the first centuries BC and AD. Judaism gained many followers among all ranks of Roman Society.

This, to me, gives an interesting insight into the religious and political context in which the origin of Christianity was played out.

The article is published in Biology-Direct: http://www.biology-direct.com/content/5/1/57