Musannaf Ibn Abi Shayba 28:127

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