Musannaf Ibn Abi Shayba 37:488

Waki’ narrated to us, from Fudayl ibn Ghazwan, from Abu Hazim, from Abu Hurayrah, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "Three things, if they emerge, a soul will not benefit from its faith if it had not believed before: the rising of the sun from its west, the Dajjal, and the Beast."