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 5811
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 have many names: I am Muhammad, I am Ahmad, I am al-Mahi through whom Allah obliterates unbelief, and I am Hashir (the gatherer) at whose feet people will be gathered, and I am 'Aqib (after whom there would be none), and Allah has named him as compassionate and merciful.