[AFreeBird]

I believe the correct quote is:

“They say I have the most loyal people,” Trump said, “where I could stand in the middle of 5th Avenue and shoot somebody and I wouldn’t lose any voters, okay?”

Just who is “they”?

You perhaps? His detractors? His opponents who can’t get any traction? People who wish they had loyal supporters?

[TexasCajun]

"They" make a good point.

The FRumpsters seem to fit "Their" description.