Musnad Abu Ya'la al-Mawsili 155:332

Abdullah ibn Amir ibn Zurarah narrated to us, Ibn Fudayl narrated to us, from his father 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 or earned good in its faith: the rising of the sun from its place of setting, the emergence of the Dajjal, and the emergence of the Beast."