Musnad Abu Ya'la al-Mawsili 152:112

And from Abdullah ibn Murrah, from Abu al-Ahwas, from Abdullah, who said: The Messenger of Allah (ﷺ) said: "I am free from every intimate friend (khalil) regarding his intimacy. And if I were to take an intimate friend, I would have taken Abu Bakr as an intimate friend. But your companion is the intimate friend of Allah."