Musnad Ahmad 32:35

Ishaq narrated to us, Sufyan narrated to us, from Abd al-Aziz ibn Rufay, who said: I asked Anas ibn Malik, and I said: "Inform me of something you remember from the Messenger of Allah, may Allah bless him and grant him peace: Where did he pray the Dhuhr prayer on the Day of Tarwiyah?" He said: "At Mina." I asked: "And where did he pray the Asr prayer on the Day of Departure (Yawm al-Nafr)?" He said: "At al-Abtah." He then said: "Do as your leaders do."