When President Trump took the stage in New Mexico on Monday night, he projected confidence about his chances at winning the blue state.

“We really think we’re going to turn this state and make it a Republican state,” Trump said onstage at the Santa Ana Star Center in Rio Rancho.

But while many of the thousands of New Mexico residents who came out to see him say they love their president, they don’t share his confidence. Trump lost New Mexico to Hillary Clinton by eight points, and since he took office, his net approval there has decreased by 34 percentage points, according to the Morning Consult voter tracking poll. New Mexico hasn’t gone for a Republican president since 2004, and even then, Republican George W. Bush beat Democrat John Kerry by less than 6,000 votes.

“No, I don’t,” says supporter Dwayne McFarland when asked if he thinks Trump can win New Mexico, while waiting in line hours before the rally. “He’s going to turn the tide and it’s going to be closer, because I think a lot of people have seen what he has done.” But, McFarland laments, “It’s too liberal of a state.”

“It’s always been a Democratic state, so I’m not sure if he’ll be able to,” says Sammy Aronow, 52. “But I think he has quite a large following here.”

“The challenges in this state are a Democratic governor, Democratic mayors, Democratic everybody,” adds Ray Evans, 63. “This is a Democratic state.” Still, Ray and her friend Jan Peel, 60, say they have some hope. “Look around you!” Peel says, motioning to the lines of people snaking all around the arena three hours before the rally is due to start.

New Mexico may be Democratic, but the crowd in the Santa Ana Star Center was bright red. Literally. Nearly every person in the crowd was wearing at least one item of Trump gear—MAGA hats, Trump campaign shirts, Trump flags draped like shawls, other t-shirts that said things like “God, Guns & Trump,” “All Aboard the Trump Train,” or “Trump Tweets Matter.”

Parking spots ran out hours before the rally’s start time. Vehicles lined the shoulders of major roads outside the center, pulled over into the dusty shrubs, leading far away from the designated parking lots into the evening. By the time Trump arrived, the 7,000 seat arena appeared to be at capacity.

Of the 13 people TIME spoke to at the rally, only two hadn’t supported Trump in 2016, and that’s only because they are currently nine and 17 years old, and weren’t of legal voting age. “He does stuff right for our country and he does amazing stuff and he’s just a person that I love,” gushes nine-year-old Madison McFarland, Dwayne’s daughter.

Rally-goers Monday night often cited the strong economy and emphasis on creating American jobs as the top reasons they supported the president. But they also said they approved of Trump’s stance on the Second Amendment, his “America first” philosophy, and what multiple people referenced as his “values” or “godly views” or the fact that he’s “a good Christian man.”

“A lot of it was misconstrued in the beginning but now the policies have been enacted, things are starting to work, and people are starting to see that he was right,” says Brian Peterson, 39, of why he thinks Trump can win over more people in New Mexico in 2020. “So he’s starting to change a lot of our world now, hopefully for the better.”

Based on internal campaign data, Trump’s political advisors believe that emphasizing the economy, border security and trade will convince some of the state’s Hispanic residents to vote for him. But immigration is a controversial issue for the president in New Mexico. According to U.S. Census data, 49.1 percent of the state’s residents identify themselves as Hispanic or Latino.

Read More: Trump’s New Math: Inside the Plan to Flip Blue States in 2020

“Hispanic Americans, they understand,” Trump said Monday night. “They don’t want criminals coming across the border. They don’t want people taking their jobs. They want good security. And they want the wall.”

“Latinos for Trump” signs peppered the stadium, and people cheered and waved them in the air when Trump said “We love our Hispanics.”

But Trump’s supporters at the rally were split on whether the president’s hardline immigration policies and promise to build a wall along the southern border would help or hurt in him in their state.

“He would have to change his complete policy on open borders in order to win this state,” says McFarland. “If you look at the population of citizens here in New Mexico, most are Hispanic. They hold a lot of ties to Mexico and they want a lot of their family to be able to come over willy-nilly.”

“A lot of people are against the wall,” says Aronow. “We have a lot of Hispanic leadership in this state and they oppose Trump.”

But Eli Martinez, 46 and wearing a “Space Force” t-shirt, thinks many other Hispanics in the state like the president’s views on border security.

“Being a Hispanic myself, I think there is a lot of support on that front,” Martinez says. “It’s not about race… It’s about rule of law, it’s about respect… There’s a lot of people that are in front of the line trying to get in here legally, and then you have people that are trying to end-run that.”

Trump’s campaign staff is hammering the message with his supporters that the state can be flipped. “Michigan, Wisconsin, Pennsylvania,” Trump’s 2020 campaign manager Brad Parscale recited to the crowd before Trump took the stage. “They said we couldn’t win those states either, and we did.” Gesturing to the media, Parscale added, “Don’t let them convince you we can’t win New Mexico.”

Many of Trump’s fans who have come to Rio Rancho hope Parscale is right, but they aren’t sure. “Flip a coin,” John Clema, 79, says of Trump’s chances.

Still, a toss-up would be good odds for Trump after 16 years of New Mexico going blue.

Write to Tessa Berenson at tessa.berenson@time.com.