Well, actually, you were born in the British Isles and in Great Britain as well as in England because England is part of those entities whether it belongs to the same country as the rest of Great Britain (all the mainland that makes up England, scotland and Wales; the great refers to the largeness of that island, not to plitical greatness) and the rest of the British Isles, which latter contains all of Ireland as well as all the islands around Ireland and Great Britain.
The British Isles is not a political entity. Neither is Great Britain (though the term is often used as if it were). The UK, on the other hand, is a political entity, to which England, amongst other places, belongs. So your nationality is British. You can call yourself English and I can call myself Lancastrian or a naturalised Scot, as the fancy takes me.
Reading through that, I'm thinking that really we should be calling our nationality UKish because residents of Eire are "British" in one sense too.
So in the end, it's all just word play.
As you were.