Musnad Abu Ya'la al-Mawsili 138:12

Abu Khaythama narrated to us, and Ishaq bin Yusuf narrated to us, from Abd al-Aziz bin Rufay, who said: I asked Anas bin Malik, and I said: "Inform me of something you remember from the Messenger of Allah (may Allah bless him and grant him peace): Where did he pray the Dhuhr prayer on the Day of Tarwiyah?" He said: "At Mina." I said: "Where did he pray the Asr prayer on the Day of Departure (Yawm al-Nafr)?" He said: "At al-Abtah." Then he said: "Do as your leaders do."