I guess, although it's a rather strange thing to take pride in. Sort of like taking pride in one's hair color.
Either way, though, the far more important thing is that he understands the differnence between race and illegality.
You know, I've wondered about that. It seems a very odd mindset to me, but this guy sounds otherwise great, so I started thinking.
Maybe the reason it seems so odd to us is that race hasn't as mattered as much for us. But south of the border, there has long been a distinction drawn between the more European upper classes, and the lower classes with a higher percentage of Indian blood. The "you're not as good as us because our blood is more pure" line of thinking was pervasive down there for a long time. The "dirtier" people were supposed to know their place. They resented that, and try to overcome that with the "pride" thing.
For some of them, I suppose what they really mean isn't that they're "proud" of their racial background, but that they're not ashamed of it. That distinction between being "proud" and not being ashamed probably gets lost a bit in translation, though.