Malik related to me from Ibn Shihab from Muhammad ibn Jubayr ibn Mutim that the Prophet, may Allah bless him and grant him peace, said, "I have five names. I am Muhammad. I am Ahmad. I am al-Mahi (the effacer), by whom Allah effaces kufr. I am al-Hashir (the gatherer), before whom people are gathered. I am al-Aqib (the last)."
Reference : Book 61, Hadith 1
In-book reference : Book 1, Hadith 1
USC-MSA web (English) reference : Vol. 1, Book 1, Hadith 1
(deprecated numbering scheme)
Other option for Book 61: The Names of the Prophet, may Allah Bless Him and Grant Him Peace