Musnad Abu Ya'la al-Mawsili 155:166

Al-Hasan ibn ‘Umar ibn Shaqiq ibn Asma’ narrated to us, ‘Ubayyis ibn Maymun narrated to us, Yahya ibn Abi Kathir narrated to us, from Abu Salamah ibn ‘Abd al-Rahman, from Abu Hurayrah, who said: The Messenger of Allah (may Allah bless him and grant him peace) said: "Whoever swears an oath, then it is as he said. If he says, 'I am a Jew,' then he is a Jew. If he says, 'I am a Christian,' then he is a Christian. And if he says, 'I am a Magian,' then he is a Magian."