Musnad Abu Ya'la al-Mawsili 159:146

Ahmad ibn Ibrahim narrated to us, Mubashir narrated to us, from al-Awza'i, from al-Zuhri, he said: Humayd ibn 'Abd al-Rahman narrated to me, he said: Abu Hurayrah narrated to me that the Messenger of Allah (may Allah bless him and grant him peace) said: "Every newborn is born upon the natural disposition (fitrah), then his parents make him a Jew, or a Christian, or a Magian."