Having an identity issue. Opinions?

I'm mostly Jewish, some Puerto Rican and a smudge of Italian. Now I've noticed a lot of people consider Jewish as not being white but it's own race (mostly by anglo americans from the south). Now even though I am part Hispanic, I've always consider'd myself white. That's what people think I am, that's what I look like, that's what I identify as. My Jewish ancestors originated from Russia, Romania and Austria. My last name is even Austrian. So that would make me a (mostly) Ashkenazi Jew. A European Jew. But a lot of people don't seem to think so. They think that because Jews originate from the Middle East, that makes them separate from the Caucasian race. So because of this, I'm having a serious identity issue. I have been contemplating if it's okay for me to consider myself white. Something I have identified as my whole life. I'd like to hear other people's opinions on this.