Musnad Ahmad 748:2

Abu al-Mughirah narrated to us, Muhammad ibn al-Muhajir narrated to us, ‘Aqil ibn Shabib narrated to us, from Abu Wahb al-Kala‘i, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said—and he mentioned its meaning. Muhammad said: I do not know whether he began with the *kumayt* (dark bay) or the *adham* (black). He said: And they asked him, "Why is the *ashqar* (chestnut/sorrel) preferred?" He said: "Because the Messenger of Allah (peace and blessings of Allah be upon him) sent out a military expedition, and the first one to return with the victory was the owner of the *ashqar*."