Number 2511 in the Roud Folk Song Index; also known as The Aulton College Hall, under which title it appears in Christie's Traditional Ballad Airs (II, 1881, pp. 184-5). Rather popular in the early years of the 20th century, when Gavin Grieg and James Duncan found 18 or so sets in Aberdeenshire. MacColl published two versions; one from Willie Mathieson (Scotland Sings, 1953) and one from Charlotte Higgins (Travellers' Songs from England and Scotland, 1977). I don't know which, if either, of these he recorded. They both begin I was born in Cullen.

There is a text, with notes, at  http://www.maxwellplace.demon.co.uk/pandemonium/allanmclean.html, but it's a re-write by David Kilpatrick based on one of the Grieg-Duncan sets, so only approximate to what you are looking for.