Musnad Ahmad 32:984

Bahz narrated to us, Sulaym ibn Hayyan narrated to us, he said: I heard Marwan al-Asghar narrating from Anas, that Ali arrived from Yemen, and the Prophet, may Allah bless him and grant him peace, said to him: "With what did you enter into Ihram?" He said: "I entered into Ihram with what the Prophet of Allah entered into Ihram." He said: "For had I not had the sacrificial animal with me, I would have exited Ihram."