The Codex Regius, catalogued as GKS 2365 4to, was written in Iceland around 1270 by a single scribe copying from at least one older exemplar. Nothing is known of it for the next four centuries. In 1643 it was in the hands of Brynjolfur Sveinsson, bishop of Skalholt, a collector of old Icelandic books, who sent it to the king of Denmark in 1662, hence the name, the King's Book. It stayed in Copenhagen until the twentieth century.
By the time Brynjolfur had it, a gathering of eight leaves was already missing from the heroic section. The loss falls in the Sigurd cycle and removes what would have been the central account of Sigurd's dealings with Brynhild and his death. Its content has to be inferred from the prose Volsunga saga, whose compiler evidently had the missing poems in front of him, and this lacuna is the reason a modern edition of the heroic material runs partly on paraphrase.
Brynjolfur believed the collection was compiled by Saemundr Sigfusson the Learned, an Icelandic priest who died in 1133 and about whom a great deal of legend accumulated. There is no evidence for this whatever, but the attribution stuck, and older editions and translations are titled Saemundar Edda or the Elder Edda accordingly. Both names are now known to be wrong, Saemundr had nothing to do with it, and "Edda" was Snorri's word for his own book, borrowed for this one by association.
The manuscript returned to Iceland on 21 April 1971, carried by ship under naval escort and met by crowds at the quayside in Reykjavik. It is held at the Arni Magnusson Institute.