Musannaf Ibn Abi Shayba 9:406

Jarir ibn Abd al-Hamid narrated to us, from Musa ibn Abi A’isha, who said: I asked about a man who buys or captures a Magian (Zoroastrian) slave girl, then has intercourse with her before she learns Islam. He said: "It is not permissible." And I asked Sa’id ibn Jubayr, and he said: "He is no more entitled to her than that if he does that."