Sahih Muslim
The Book Pertaining to the Excellent Qualities of the Holy Prophet (may Peace be upon them) and His Companions (Kitab Al-Fadail)
Book Number: 030 / Hadith Number: 5691
The hadith has been narrated on the authority ot al-A'mash with the same chain of transmitters but no mention is made of:" They are my companions; they are my companions."