Musnad Ahmad 32:1876

'Affan narrated to us, Ja'far ibn Sulayman narrated to us, Thabit narrated to us, from Anas ibn Malik, who said: Rain fell upon us while we were with the Messenger of Allah, may Allah bless him and grant him peace. The Messenger of Allah, may Allah bless him and grant him peace, went out and uncovered his garment until the rain reached him. We said: "O Messenger of Allah, why did you do this?" He said: "Because it has newly come from its Lord."