Sauptika Parva 11.10

One day, after he had settled in Dwaraka, he came to me, alone when I mysclf was also alone on the sea-coast, and there smilingly said, O Krishna, that weapon, called Brahmashira adored of gods and Gandharvas, which my father the preceptor of the Bharatas, having prowess capable of being baffled, had obtained from Agastya after practising the severest penances, is now with me, as it is with my father.