Just to put a nice shiny bow on his cratered campaign, here he is on Fox News Sunday (link). After Chris Wallace asks him for his mistakes:

Well, a little straight talk - immigration reform was something that Americans, because they didn't trust the government - they have no trust or confidence in the government. They didn't believe us when we said we'd secure the borders. I got the message, we're going to secure the borders... ...So I think immigration reform, obviously, was something that hurt me with the base. That was probably primarily...

Note, of course, that he still supports "reform" (aka amnesty), he's just changed his tactics to get it.

Related:
E.J. Dionne, Chris Cillizza/WaPo realize: voters oppose illegal immigration (Niki Tsongas)