Abu Dawud Book 8, Hadith Number 2538.

Narated By AbuWahb : The Prophet (PBUH) said: Keep to every sorrel horse with a white blaze and white on the legs, or dark bay with a white blaze. He then mentioned something similar. Muhammad ibn al-Muhajir said: I asked him: Why was a sorrel horse preferred? He replied: Because the Prophet (PBUH) had sent a contingent, and the man who first brought the news of victory was the rider of a sorrel horse.