Musnad Ahmad 30:326

Abdullah narrated to us, Muhammad ibn Ali ibn al-Hasan ibn Shaqiq narrated to us, he said: I heard my father, from Abu Hamza, from al-A’mash, from Abu Salih, from Abu Hurayrah, from the Prophet, peace and blessings of Allah be upon him, who said: "No newborn is born except upon this religion (millah), then his parents make him a Jew or make him a Christian." And he mentioned the like of it.