You are confused. Race would be Hispanic. Nationality would be Mexican. Further clues would be last known addresses. Frequently they include one south of the border.
No, you are the confused one. There are Mexicans here legally. Did you know that?
Hispanic is at most an ethnicity and even that is a stretch. Jamaicans and Haitans are mostly black and they are considered Hispanic. I am of Cuban decent and they come in every color and race including white, indian, black, mulatto and about every possible mix. Lots of Germans and other Europeans not unlike the population that settled in America immigrated to Argentina and they are considered Hispanic. I think Hispanic is supposed to have something to do with Spanish origin but Brazil was colonized by Portuguese and there were also French, Dutch and British colonies in that part of the world too. They are all called Hispanics. It is a pretty meaningless word.