Musnad Ahmad 1167:54

Muhammad ibn Bakr narrated to us, he said: Ibn Jurayj informed us, and Rawh said: Ibn Jurayj narrated to us, he said: Mansur ibn Abd al-Rahman informed me, from Safiyyah bint Shaybah—and she is his mother—from Asma bint Abi Bakr, she said: We went out in the state of ihram, and the Prophet, peace and blessings of Allah be upon him, said: "Whoever has a sacrificial animal (hady) with him, let him complete it." And Rawh said: "Let him remain in his state of ihram, and whoever does not have a sacrificial animal with him, let him exit the state of ihram (tahallul)." She said: "I did not have a sacrificial animal with me, so I exited the state of ihram." And with al-Zubayr, her husband, there was a sacrificial animal, so he did not exit the state of ihram. She said: "So I put on my clothes and exited the state of ihram, and I came to al-Zubayr, and he said: 'Get away from me.'" She said: "I said: 'Do you fear that I might jump upon you?'"