Musnad Ahmad 30:2373

Isma'il ibn 'Ulayyah narrated to us, he said: Dawud ibn Abi Hind narrated to us, from al-Sha'bi, from Abu Hurayrah, "That the Messenger of Allah, peace and blessings of Allah be upon him, forbade that a woman be married [at the same time] as her paternal aunt, or a paternal aunt [at the same time] as her brother's daughter, or a woman [at the same time] as her maternal aunt, or a maternal aunt [at the same time] as her sister's daughter. The younger one shall not be married [at the same time] as the elder one, nor the elder one [at the same time] as the younger one."