Sayyiduna Jabir bin Abdullah (may Allah be pleased with them both), narrating the hadith of the Farewell Hajj, said: When it was the end of the tawaf at al-Marwah, he (peace and blessings be upon him) said: "Had I known before about this matter of mine what I know now, I would not have brought the sacrificial animal, and I would have made it an Umrah. Whoever among you does not have a sacrificial animal with him, let him leave the state of ihram and make it an Umrah." So all the people left the state of ihram, except the Prophet (peace and blessings be upon him) and those who had sacrificial animals with them.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 9388