Musnad Ahmad 32:425

Bahz ibn Asad narrated to us, Ja'far ibn Sulayman narrated to us, Thabit al-Bunani narrated to us, Ja'far said: I do not think it is but from Anas, who said: We were rained upon during the time of the Messenger of Allah, peace and blessings of Allah be upon him. He said: So he went out and uncovered his garment until the rain reached him. He said: So it was said to him: O Messenger of Allah, why did you do this? He said: "Because it has recently come from its Lord."