We set out with Allah's Messenger (ﷺ), and some of us assumed the lhram for `Umra, some assumed it for Hajj, and some assumed it for both Hajj and `Umra. Allah's Messenger (ﷺ) assumed the Ihram for Hajj. So those who had assumed the Ihram for Hajj or for both Hajj and `Umra, did not finish their Ihram till the day of An-Nahr (i.e. slaughter of sacrifices).

Malik also narrated as above, saying, "(We set out) with Allah's Messenger (ﷺ) in Hajjat-ul-Wada`...)"

This hadith also reaches us through another chain.