Matsya Purana 50.50

50.50

devadattāḥ sutāḥ pañca pāṇḍorarthe'bhijñire.
dharmādyughiṣṭhiro jajñe mārutācca vṛkodaraḥ.. 50.49 ..

Then Pâṇḍu became the father of the five sons, given to him by the Devas, *viz.*, Yudhiṣṭhira, from Dharma; Bhîma, from Vâyu, Arjuna, from Indra. From his second wife, Mâdrî, Pâṇḍu got Nakula and Sahadeva, through the two gods Aświni.—49-50.