It is narrated from Makhul (may Allah have mercy on him) that on the day of Khaybar the Messenger of Allah (peace and blessings be upon him) said: "Treat the Arab horse as Arab and treat the hybrid horse as hybrid."
This is the preserved (mahfuz) version, and it is mursal.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب قسم الفيء والغنيمة / 12882