Musnad Ahmad 32:452

'Abd al-Razzaq narrated to us, he said: Ma'mar narrated to us, from Thabit, from Anas, who said: It reached Safiyyah that Hafsah had said: "I am the daughter of a Jew." So she wept. The Prophet, peace and blessings of Allah be upon him, entered upon her while she was weeping, and he said: "What is the matter with you?" She said: "Hafsah said to me: 'I am the daughter of a Jew.'" The Prophet, peace and blessings of Allah be upon him, said: "Indeed, you are the daughter of a prophet, and your uncle is a prophet, and you are under a prophet, so what does she have to boast about over you?" Then he said: "Fear Allah, O Hafsah."