Musnad Ahmad 1034:202

Rawh and ‘Affan narrated to us, they said: Hammad ibn Salamah narrated to us, from ‘Asim ibn Bahdalah, from Zirr ibn Hubaysh, from Hudhayfah, who said: I heard the Prophet, may Allah bless him and grant him peace, saying in one of the paths of Medina: "I am Muhammad, and I am Ahmad, and al-Hashir (the Gatherer), and al-Muqaffa (the Successor), and the Prophet of Mercy."