The Prose Edda 1.27

"Heimdallr is the name of one: he is called the White God. He is great and holy; nine maids, all sisters, bore him for a son. He is also called Hallinskídi and Gullintanni; his teeth were of gold, and his horse is called Gold-top. He dwells in the place called Himinbjörg, hard by Bifröst: he is the warder of the gods, and sits there by heaven's end to guard the bridge from the Hill-Giants. He needs less sleep than a bird; he sees equally well night and day a hundred leagues from him, and hears how grass grows on the earth or wool on sheep, and everything that has a louder sound. He has that trumpet which is called Gjallar-Horn, and its blast is heard throughout all worlds. Heimdallr's sword is called Head. It is said further:

Himinbjörg 't is called, where Heimdallr, they say, Aye has his housing; There the gods' sentinel drinks in his snug hall Gladly good mead.

And furthermore, he himself says in Heimdalar-galdr:

I am of nine mothers the offspring, Of sisters nine am I the son.