Musnad Ahmad 32:1820

Ubayd Allah ibn Muhammad al-Taymi narrated to us, Hammad ibn Salamah narrated to us, from Ali ibn Zayd, from Anas ibn Malik, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "Indeed, Musa ibn Imran, when he wanted to enter the water, would not cast off his garment until he had concealed his private parts in the water."