Musnad Ahmad 33:294

Isma'il narrated to us, Ibn Jurayj informed us, from 'Ata', who said: Jabir ibn 'Abdullah said: We, the companions of the Prophet (peace and blessings of Allah be upon him), entered into the state of Ihram for Hajj exclusively, with nothing else with it, exclusively alone. We arrived in Makkah on the morning of the fourth day that had passed of Dhu al-Hijjah. The Prophet (peace and blessings of Allah be upon him) said: "Exit the state of Ihram and make it an 'Umrah." It reached him that we were saying: "When there is nothing between us and 'Arafah but five [days], he orders us to exit the state of Ihram, so we go to Mina while our private parts are dripping with semen." He addressed us and said: "It has reached me what you have said. I am the most God-fearing of you and the most righteous of you. Were it not for the sacrificial animal (Hady), I would have exited the state of Ihram. And if I had known in the beginning what I know now, I would not have brought the sacrificial animal. Exit the state of Ihram and make it an 'Umrah." He said: 'Ali arrived from Yemen. He [the Prophet] said: "With what did you enter into Ihram?" He said: "With what the Prophet (peace and blessings of Allah be upon him) entered into Ihram." He said: "Then offer the sacrifice and remain in the state of Ihram as you are."