The degree to which Mexican immigrants in the U.S. are assimilating culturally has been widely debated. To examine this question, we focus on musical taste, a key symbolic resource that signals the social positions of individuals. We adapt an assimilation metric from earlier work to analyze self-reported musical interests among immigrants in Facebook. We use the relative levels of interest in musical genres, where a similarity to the host population in musical preferences is treated as evidence of cultural assimilation. Contrary to skeptics of Mexican assimilation, we find significant cultural convergence even among first-generation immigrants, which problematizes their use as assimilative "benchmarks" in the literature. Further, 2nd generation Mexican Americans show high cultural convergence vis-à-vis both Anglos and African-Americans, with the exception of those who speak Spanish. Rather than conforming to a single assimilation path, our findings reveal how Mexican immigrants defy simple unilinear theoretical expectations and illuminate their uniquely heterogeneous character.