The Book Pertaining to the Excellent Qualities of the Holy Prophet (may Peace be upon them) and His Companions (Kitab Al-Fada'il)
Muslim :: Book 30 : Hadith 5810
Jubair b. Mut'im reported on the authority of his father that he heard Allah's Messenger (may peace be upon him) as saying: I am Muhammad and I am Ahmad, and I am al-Mahi (the obliterator) by whom unbelief would be obliterated, and I am Hashir (the gatherer) at whose feet mankind will be gathered, and I am 'Aqib (the last to come) after whom there will be no Prophet.