It is narrated from Asma bint Abi Bakr (may Allah be pleased with them both), she states: We set out with the Messenger of Allah (ﷺ) (for Hajj), so the Prophet (ﷺ) said: "Whoever does not have a sacrificial animal should come out of the state of Ihram." And I did not have a sacrificial animal, so I came out of Ihram, and Zubair (may Allah be pleased with him) had a sacrificial animal, so he did not come out of Ihram.
Hadith Referenceمسند الإمام الشافعي / كتاب الحج / 800
Hadith Takhrijاخرجه مسلم ، الحج، باب ان المحرم بعمرة لا يتحلل بالطواف قبل السعي .... الخ (1236)۔