Musannaf Ibn Abi Shayba 1:1178

Ubayd Allah ibn Musa narrated to us, from Ziyad ibn Abd al-Rahman, who said: I saw Abu Ja’far enter the bathhouse while he was wearing an izar (waist-wrapper) down to his knees. There were people in it without an izar. He disliked entering it while he was wearing an izar and others were not wearing an izar, saying: "He sees his 'awrah (private parts)."