There are several Purāṇic references, e.g., SB 12.6.50 that say Vyāsa (Kṛṣṇa Dvaipāyana) arranged the disorganized Vedic mantras into four parts:

50. Just as (out of a heap of mixed up) precious stones of the same kind are assorted and kept in separate heaps, he (Vyāsa) selected and classified the Vedic Mantras as belonging to the category of the Ṛg, Atharvan, Yajus, and Sāman and thus compiled four Saṃhitās or collections out of those (formerly mixed up) Mantras.

However, do any of the Vedas themselves say this?

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